On a flight coming from Cincinnati to Phoenix on Sunday afternoon, the pilot saw a strange fast moving object flying above them.
The pilot can be heard saying, ""Do you have any targets up here?"
He added ... "I hate to say this, but it looked like a long cylindrical object that almost looked like a cruise-missile type of thing. Moving really fast and went right over the top of us."
An FBI spokes person told TMZ the agency's "aware of the reported incident."
They were flying near the Army's White Sands Missile Range ... however, the military's denied the object was one of theirs.
The FBI spokes person added, "While our policy is to neither confirm nor deny investigations, the FBI works continuously with our federal, state, local, and tribal partners to share intelligence and protect the public."
