"There is no news at the moment. We are checking [the information]," Oleg Samochkin told RIA Novosti.
The video, released on Tuesday by IS media outlet al-Hayat Media Center, starts with two Russian-speaking men saying they were working as undercover agents for the FSB to infiltrate the jihadist group and kill one of its leaders. The video then shows the two men on their knees before they are shot dead by a child.
According to president of the Association of Veterans of the Anti-Terrorism Unit Alpha, Sergei Goncharov, the authenticity of any footage showing the questioning or murder of special agents should be verified by experts from security services.
Vladimir Shcherbakov, the head of the Russian Defense Ministry's Forensic Medical Laboratory No. 124, said that the video in question alone is not sufficient for it to be verified as authentic from a forensic standpoint.
The Islamic State extremist group, which operates in Iraq and Syria, released several videos showing the execution of its hostages last year, which included US journalists James Foley and Steven Sotloff and British aid workers David Haines and Alan Henning.