
There are fears that the militants will destroy the ruins, which Unesco has designated a World Heritage site.
Government troops have almost entirely withdrawn from the city following an IS advance.
IS militants have demolished several ancient sites that pre-date Islam in Iraq, including Hatra and Nimrud.
Activists earlier said the group controlled much of north Tadmur, the modern town adjoining the ancient site of Palmyra, after overcoming militias loyal to President Bashar al-Assad.