The cause of Tuesday night's crash was under investigation, US Central Command said in a statement.
One official said the location of the crash was not released because "host nation sensitivities" were involved.
The Central Command's statement used the term "southwest Asia," which can be used as a substitute for describing the Middle East.
The pilot was returning to a base from a mission in support of Operation Enduring Freedom in Afghanistan.
"The specific location is not releasable due to host nation sensitivities," US Air Force Capt. David W. Small, a Central Command spokesman, said in an e-mail when asked for more information.
In Washington, Lt. Col. Barry Venable, a Pentagon spokesman, said the plane had completed a mission related to US operations in Afghanistan and crashed as it was returning to its base, the location of which he did not disclose.
A US security team was at the site of the crash, he said.
American U-2s operate out of a base in the United Arab Emirates, although US military officials refuse to discuss this fact at the UAE's request.
The U-2 operates at an altitude of more than 70,000 feet, beyond the range of most surface-to-air missiles. It has been used by American forces for decades.
A U-2 was shot down May 1, 1960, over Soviet territory while photographing Soviet missile installations.
After parachuting to safety, pilot Francis Gary Powers was captured and later convicted as a spy. He was held for almost two years before being traded for a KGB captive.
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