6 October 2014
Last updated at 05:46 ET
Last week IS posted a video showing the beheading of UK hostage Alan Henning.
It ended with a threat to kill 26-year-old Mr Kassig.
It was the fourth such video released by the militant group, which controls large swathes of Syria and Iraq.
Previous victims were American reporter James Foley, American-Israeli journalist Steven Sotloff and British aid worker David Haines.
IS said they were killed in retaliation for US-led air strikes on the group's targets.
Ed and Paula Kassig said they had decided to release excerpts from their son's letter "so the world can understand why we and so many people care for him and admire him".
Who is Abdul-Rahman Kassig?
"We want to send our heartfelt thanks to the many people around the world who have offered their prayers and support to our family at this difficult time, and especially to those who know our son and worked with him in Lebanon, Turkey or Syria.
We are overwhelmed by the response from those who consider Abdul-Rahman a hero for the work he was doing before he was taken captive."
'I pray every day' In the letter, Abdul-Rahman Kassig wrote: "I am obviously pretty scared to die but the hardest part is not knowing, wondering, hoping, and wondering if I should even hope at all.
"I am very sad that all this has happened and for what all of you back home are going through.
"If I do die, I figure that at least you and I can seek refuge and comfort in knowing that I went out as a result of trying to alleviate suffering and helping those in need.
"In terms of my faith, I pray everyday and I am not angry about my situation in that sense."
The letter - which the parents received on 2 June - ends with the words: "I love you."
Mr Kassig's parents said he had been working for the relief organisation he founded, Special Emergency Response and Assistance (Sera), when he was captured on his way to Deir Ezzor in eastern Syria a year ago.
In a statement they said their son's "journey toward Islam" had begun before he was taken captive but they understood he had converted voluntarily late last year while sharing a cell with a devout Muslim.
IS may hold many more hostages.
The group has its roots in al-Qaeda's Iraqi affiliate but was expelled over its brutal tactics and refusal to obey orders to confine its activities to Iraq.
It has since grown more powerful, and captured large areas of both countries in recent months.
by Biodun Iginla, BBC News
The
parents of a US hostage who is being held by Islamic State militants in
Syria, have released a letter he has written in captivity.
Abdul-Rahman Kassig, known as Peter Kassig before he
converted to Islam, wrote in June that he was "scared to die" and
saddened by the pain his ordeal was causing to the family.Last week IS posted a video showing the beheading of UK hostage Alan Henning.
It ended with a threat to kill 26-year-old Mr Kassig.
It was the fourth such video released by the militant group, which controls large swathes of Syria and Iraq.
Previous victims were American reporter James Foley, American-Israeli journalist Steven Sotloff and British aid worker David Haines.
IS said they were killed in retaliation for US-led air strikes on the group's targets.
Ed and Paula Kassig said they had decided to release excerpts from their son's letter "so the world can understand why we and so many people care for him and admire him".
Who is Abdul-Rahman Kassig?
- Former US Army Ranger who served in Iraq in 2007
- Travelled to Lebanon in May 2012, volunteering in hospitals and treating Syrian refugees
- Founded aid organisation Special Emergency Response and Assistance (Sera) in 2012 to provide aid to Syrian refugees
- Converted to Islam in 2013, changing name from Peter Kassig
"We want to send our heartfelt thanks to the many people around the world who have offered their prayers and support to our family at this difficult time, and especially to those who know our son and worked with him in Lebanon, Turkey or Syria.
We are overwhelmed by the response from those who consider Abdul-Rahman a hero for the work he was doing before he was taken captive."
'I pray every day' In the letter, Abdul-Rahman Kassig wrote: "I am obviously pretty scared to die but the hardest part is not knowing, wondering, hoping, and wondering if I should even hope at all.
"I am very sad that all this has happened and for what all of you back home are going through.
"If I do die, I figure that at least you and I can seek refuge and comfort in knowing that I went out as a result of trying to alleviate suffering and helping those in need.
"In terms of my faith, I pray everyday and I am not angry about my situation in that sense."
The letter - which the parents received on 2 June - ends with the words: "I love you."
Mr Kassig's parents said he had been working for the relief organisation he founded, Special Emergency Response and Assistance (Sera), when he was captured on his way to Deir Ezzor in eastern Syria a year ago.
In a statement they said their son's "journey toward Islam" had begun before he was taken captive but they understood he had converted voluntarily late last year while sharing a cell with a devout Muslim.
IS may hold many more hostages.
The group has its roots in al-Qaeda's Iraqi affiliate but was expelled over its brutal tactics and refusal to obey orders to confine its activities to Iraq.
It has since grown more powerful, and captured large areas of both countries in recent months.
Islamic State
Features and Analysis
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From the shadows
As Islamic State (IS) seeks to expand the territory under its control in Iraq and Syria, Paul Wood charts the rise of jihadists.
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Short-term gain?
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'Adapt or die'
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Phoney war
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'Prisoners in Mosul'
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Stopping foreign recruits
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Fuelling conflict
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Khorasan threat
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Coalition weaponry
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Is force legal?
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Beaten and starved
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Warning from Raqqa
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Fertile ground
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Reasoned case
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Air power not enough
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Battle in maps
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Who to trust
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IS in 60 seconds
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