Multiple US military and federal agencies continued searching on Sunday for a Marine who went missing during a training exercise off the coast of Southern California, officials said.

According to a US Navy statement, search operations began shortly after midnight on Thursday after the Marine was reported missing from the USS Anchorage during integrated training involving the Makin Island Amphibious Ready Group and the 13th Marine Expeditionary Unit.

The Navy said the operation shifted from a search-and-rescue mission to a search-and-recovery effort on Friday evening. The identity of the missing Marine has not been released pending notification of family members.

"Our thoughts and prayers are with the family and all who are affected during this difficult time," the Navy said in a statement.

Officials said the search area spans about 2,400 square miles (6,200 square kilometres) and involves three surface vessels and 12 aircraft from the Navy, Marine Corps, Coast Guard and Air Force.

The incident marks at least the second major search operation involving missing US military personnel in recent weeks. In May, the remains of the second of two US Army soldiers who disappeared during military exercises in Morocco were recovered, ending a multinational search operation involving air, naval and artificial intelligence assets.

The USS Anchorage is an amphibious transport dock ship based at Naval Base San Diego.