A retired US Marine who has fought in many battles, including those fought in Iraq in 2005, has decided to return to Iraq, this time joined by his two sons, in fighting the jihadist Islamic State, which is waging a relentless campaign of Christian persecution in the Middle East.

Harry M., 49, made his decision after his sons Josh, 29, and James, 23, told him that they were planning to go to Kurdistan to help Christian and allied forces in fighting off the ISIS army, according to Fox News.

"'We want to join with Peshmerga and we want to confront ISIS on our terms,'" Harry quoted his sons as telling him. "I've got over 20 years experience and I thought to myself, 'I got two boys going, there is no way they're going without me.'"

Josh was a US Marine gunner who served in Afghanistan.

"I don't even watch the news anymore because I can't imagine what those people are going through," Josh said. "The war technically ended for conventional warfare which put me and my brother basically out of a job. I'm still able to fight and the opportunity arose... James lit the fire... and I'm going. That's it. I need to help out."

James also served in Afghanistan as an infantryman.

"If the military, conventional forces were going, we'd go with them," said James. "We'd sign back up, no problem. But they're not. And that's what it comes down to. They're not and we're capable and we're going."

The family is not worried about getting into legal trouble with the US government as they would register with the Regional Government and will be deployed under the KRG military leaders.

The US State Department did not comment on the family's plan but said it is aware that Americans have joined the efforts to fight ISIS, saying their efforts are "neither in support of nor part of US efforts in the region," and warned that "travel to Iraq and Syria remains very dangerous."

Harry and his two warrior sons arrived in Iraq on Tuesday and are linking up with the Peshmerga soldiers under the Kurdish Regional Government.

Their trip was partially funded by the Humanitarian Defense Abroad, a non-profit organisation.

James said he knows "how to survive in combat."

"We are going to contribute on our level. My brother is a heavy machine gunner. My dad is a sniper. I was a rifleman... we are going to bring that together and present that to the Kurds and aid them in whatever way possible," he said.

He said, "ISIS has threatened our nation and us individually. We are Marines. We are going to bring the fight to them."

Josh said "every day we're not there, people are dying. I know I can make a difference, I know he can make a difference and I know he can."

They knew the risks of fighting ISIS and Harry said the "worst case scenario is one or two of us being killed."

"And we would be fools to think that may not happen. We know that from being deployed. We have already accepted death and we've done everything we can to take care of our loved ones in case that happened," he said.

James said he wanted people to know that they are joining the fight against ISIS to protect humanity.

"I want them to know that we are not out for bloodlust," he said. "We are out there to protect and serve, and not just serving the United States, but people, humanity. Being a good person. We have the capabilities to protect others and that is what we are about."

"I'm an American and this is what we do," Josh said.