The White House said yesterday that the United States "will respond with whatever action we deem most appropriate against those responsible for state-supported terrorism."

The statement, and an identical one read at the State Department, came in response to a news report that President Reagan is prepared to order the bombing of the Iranian holy city of Qom or other targets if any of the four American hostages held by Islamic Jihad terrorists are murdered.

Hearst News Service reported that Reagan had received intelligence reports that one or more of the hostages may be in Iran; all four were captured by terrorists in Lebanon. The report said four contingencies are being considered by a special counterterrorist task force in the event any hostages are killed in Iran, according to United Press International.

One reported option was a bombing raid against Qom, the seat of Ayatollah Ruhollah Khomeini's religious power and the center of his fundamentalist Shiite faith.

The Washington Post reported April 3 that Secretary of State George P. Shultz had warned Iran of unspecific serious consequences in the event of the death of U.S. hostages.

White House spokesman Larry Speakes had no comment yesterday on contingency plans reported by Hearst, but reiterated the administration vow that it will respond to state-supported terrorism. "We consider it a threat to civilized society and all of us share a responsibility in this regard," Speakes said.