A Dutch commando has died after being shot outside a hotel in the US city of Indianapolis over the weekend.

Three soldiers were wounded in the incident early on Saturday morning, confirmed the Dutch defence ministry.

"One commando, who was in critical condition in hospital ... died last night from his injuries," a statement read. "This happened in the presence of family and colleagues."

The three soldiers were members of the Dutch Commando Corps who were in the US state of Indiana for training. The shooting occurred during the military personnel's "free time" while they were off-duty.

Local police believe they were shot after a late-night altercation outside the central Indianapolis hotel where they were staying. No arrests have so far been made.

The two other wounded soldiers are conscious and "approachable", the Dutch ministry said.

The Indiana National Guard said the soldiers had been training at the Muscatatuck Urban Training Center, a 405-hectare complex, about 65 kilometres southeast of Indianapolis.

The guard said in a statement that the centre is used for training by the Department of Defence “as well as other allies.” (Euro News)