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The U.S. State Department warns Americans to "reconsider travel" to Burkina Faso as "terrorist groups continue plotting attacks and kidnappings. and may conduct attacks anywhere".

Freed French hostages Laurent Lassimouillas, left, Patrick Picque, right, and unnamed freed South Korean hostage deliver a statement at Villacoublay's military airport.

"They told us that hostage-takings can be very long, but in the end, it worked out ok, but not for the soldiers", he said.

"Our thoughts are for the families of the soldiers and the soldiers who lost their (lives) to free us from this hell", he added, according to CNN affiliate BFMTV.

Laurent Lassimouillas (L), said he and Picque should have heeded the French foreign ministry's advice to avoid risky areas of Benin.

The French soldiers who died have been identified as Cédric de Pierrepont and Alain Bertoncello, and both were under the command of the special operations, the French president said in a statement.

Intelligence agencies tracked their captors across the semi-desert terrain of eastern Burkina Faso, where it appeared they would soon cross the border into Mali.

The French commandos were unaware of the presence of the two other hostages, officials said.

France's army chief Francois Lecointre told reporters the rescue operation came on the back of a reconnaissance mission that returned vital information on the gang of six hostage-takers.

The hostages were liberated in a military operation in the West African nation after they were kidnapped in neighboring Benin. The two music teachers were on safari in the remote Pendjari National Park in northern Benin.

The disfigured body of their tour guide was later found, along with their abandoned vehicle.

Le Drain advised tourists wishing to travel to the Sahel to read the Quai d'Orsay's latest travel advice, which is regularly updated and which indicates the zones considered "high risk", "low risk" and "safe". Hubert Falco, the mayor of Toulon in southern France where the Hubert commando is based, said on Twitter.

All four hostages were safe, President Emmanuel Macron's office said, adding that a USA woman and a South Korean woman were also freed in the covert operation.

"The threat is evolving and has become much more mobile, and now countries to the south of Mali have become targets", Le Drian said on Saturday.

Burkina Faso lies in the heart of the Sahel, a vast semi-arid region bordering the Sahara.

French troops were shocked to discover not only two hostages inside their kidnapper's lair, but another two foreign women whom no one knew had been kidnapped.