EMB-135 First Officer reported they had a LG AIR/GND FAIL EICAS message during approach resulting in a go-around. ATC eventually confirmed the gear was down allowing the pilots to safely land the aircraft.

Narrative

On final approach; when landing gear was lowered; we got a message on the EICAS: LG AIR/GND FAIL. We executed a go-around; and the landing gear lever would not retract. We ran the pertinent QRH checklists. Tower initially confirmed gear was down. Upon reaching 2;000 Tower handed us back to Approach; who told us (erroneously) that the gear was not in fact down; despite all indications showing otherwise. At this point we [requested priority handling] and asked for emergency vehicles to standby. We asked one more time for confirmation from Approach about the gear; and the Controller checked again and this time said that the gear was indeed down. At this time we requested a visual approach for Runway XX. Upon touching down; the EICAS message disappeared and we taxiied to without assistance. Although we took precautions to ensure the safe arrival of the aircraft and passengers; perhaps we were too hasty in [requesting priority handling] and could have asked for vectors or a hold to further examine our situation; thus avoiding rushed decision making. Cause - Maintenance issues on short final; and poor communication between controllers.Suggestions - Not hastily [requesting priority handling]; paying closer attention to discrepancies in communications from different controllers and getting clarification; taking more time to assess the problem.