An Islamic militant group in Russia's North Caucasus is reporting the death of its leader, who had threatened to attack Sochi Olympics and was one of Russia's most wanted men, according to CNN.

The death of Chechen warlord Doku Umarov has been reported previously, but this appears to be the first time by the organization he headed, CNN reported.

Umarov, who styled himself as the emir of the Caucasus Emirate, had called on his followers to do what they could to disrupt last month's Winter Olympics in Sochi, Russia, according to CNN.

He claimed the Games were being held on the graves of Muslim occupants of Sochi, who he said were driven out by Russian imperial forces in the 19th century, CNN reported.

The Caucasus Emirate announced the "martyrdom" of Umarov in a statement posted Tuesday on the website of Kavkaz Center, which serves as a mouthpiece for Islamic militant groups, according to CNN.

His Caucasus Emirate group said it was behind deadly bombings at a Moscow airport in 2011 and on the Moscow subway in 2010, CNN reported.

No cause was given for Umarov's death but the website called him "a martyr," CNN reported. Chechnya's Kremlin-backed leader had reported Umarov's death in January, a month before the Olympics, but his claim was not verified.

The ITAR-Tass news agency quoted Chechen leader Ramzan Kadyrov saying that Tuesday's announcement showed he was right that Umarov died in a special operation, according to CNN.

Umarov, a former Chechen rebel who embraced the jihadist goal of establishing a caliphate, united local militant groups in the Chechnya, Dagestan and other North Caucasus provinces under his command in 2007, CNN reported.