"She was under stress after receiving threats from Taliban," daily Express reported quoting local sources.
Peshawar is the capital of Pakistan's northwestern Khyber Pakhtunkhwa province and has been worst hit by terrorism in the last few years.
The spokesperson of the US embassy in Islamabad, Alberto Rodriguez confirmed that "Elizabeth has returned to Washington three days ago". He, however, attributed this development to "her personal problems instead of threats from any quarters".
The information minister of Khyber Pakhtunkhwa, Iftikhar Hussain also rejected claims that "she was under any kind of pressure because of threats from terrorists".
"We had good interaction with her and she had never complained of anything like this," he said.
Meanwhile, the US political consul in Peshawar has been given temporary charge as consulate officer while a new appointment is expected within the next few days.
The foreign missions in Pakistan operate under a thick security blanket because of precarious law and order situation.