WASHINGTON (AP) _ Peggy Say, sister of kidnapped American Terry Anderson, said Friday she has received a visa from the Lebanese government and plans to travel to that country ''as soon as possible'' to meet with Lebanese President Amin Gemayel.

''It's something that I feel that I have to do, so that I can tell myself that I have done everything that I can reasonably do to try to get Terry free,'' she said.

Anderson, chief Middle East correspondent for The Associated Press, was kidnapped in Lebanon on March 16, 1985 and is one of five Americans who were kidnapped there and are missing.

Earlier this week the Anderson family sent a videotape to Lebanon containing a plea for Anderson's freedom from his brother, Glenn, who is terminally ill with cancer.

Mrs. Say said she applied for the visa Friday and was told it would be granted promptly. Bassem Namani of the Lebanese Embassy in Washington confirmed that officials there had agreed to issue the visa.

Lebanese officials ''said I was welcome there and that they would arrange an appointment with President Gemayel,'' she said.

''The Lebanese ambassador and the Lebanese government have always cooperated fully with the families on anything that they could do within the context of their abilities to do something for us,'' she added.

Mike Kraft, spokesman for the State Department's counterterrorism office, said the department was ''helping her to the extent possible'' to make the trip.

Kraft said she was not going as an emissary of the U.S. government, but that he did not believe her trip would interfere with the government's own efforts to gain the hostages' release.

''She's going there as a private citizen and we're doing what we can to facilitate her trip,'' he said, adding the U.S. Embassy in Beirut has been notified and will help Mrs. Say with appointments and communications.

''We all wish her godspeed,'' he added.