The Pentagon spent millions of dollars investigating reports of unidentified flying objects, according to reports from the New York Times and Politico.
In its $600 billion annual Defense Department budgets, the $31 million spent on Advanced Aerospace Threat Identification Program in 2017 was almost impossible to find.
For years, the programme investigated reports of unidentified flying objects.
The Defense Department has never before acknowledged the existence of the programme, which it says it shut down in 2012.
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However, an anonymous official told the Times the programme is still in existence and for the past five years officials have continued to investigate UFO activity as well as other Defense Department duties.
Most of the money went to an aerospace research company run by a billionaire entrepreneur, Robert Bigelow, who currently works with NASA.
On CBS' 60 Minutes in May, Bigelow said he was "absolutely convinced" that aliens exist and that UFOs have visited Earth.
A former career intelligence official who ran the programme, Luis Elizondo, reportedly told Politico of sightings by Navy pilots of aircraft that were able to make manoeuvres that should not be aerodynamically possible.
However, he complained that military leaders were not taking UFO threats seriously.
UFOs have been repeatedly investigated over the decades in the United States, including by the American military. In 1947, the Air Force began a series of studies that investigated more than 12,000 claimed UFO sightings before it was officially ended in 1969.