ISIS sent a chilling message to Moscow Wednesday, releasing a video showing the beheading of a Russian accused of spying, and another clip that included threats to attack Moscow, as well as Washington and New York.

The video showing the beheading is believed to have come from the terrorist group’s stronghold in Raqqa, Syria, where the Russian military has conducted devastating air attacks in recent weeks. The alleged spy’s identity was not immediately known, but he is believed to have gone to Syria in 2014.

"Here today, on this blessed land, the battle [against Russia] begins," the militant says in Russian.

"We shall kill your children for every child you've killed here."

- ISIS militant

The extremist also warns the Russian people that they are likely to face another defeat in reference their loss of occupation of Afghanistan in the 1980's and that their people are not even safe in their homeland.

"We shall kill your children for every child you've killed here," he states. "And we will destroy your homes for each home you destroyed here."

The first part of the video shows a confession from the alleged spy who identifies himself as Khasiev Magomid, 23, from the Chechen city of Grozny.

He recounts how he was recruited by the FSB, Russia's intelligence services, and how he assumed the alias of Haroon when he traveled to Syria. He adds how he was tasked with collecting information on ISIS fighters of Russian origin and especially those who wanted to return to the Caucasus region and Russia to carry out attacks.

In the other video, which does not show any captives, two camouflage-garbed men are seen sitting cross-legged on a beach, rifles propped against their shoulders. The first man speaks in Arabic, while the second speaks in English with what Middle East Media Research Institute analysts believe is an African accent.

“Praise be to Allah who allow martyrdom-seeking lions to storm the capital of France,” he says, in a reference to the Nov. 13 attack in Paris that left 130 dead and hundreds more injured.

“France was the beginning,” he threatens. “Tomorrow it will be Washington, it will be New York and it will be Moscow.”

It is at least the fifth time since the Paris attacks that ISIS and its affiliates have warned of a coming attack in the two U.S. cities.

Steve Stalinsky, executive director of MEMRI, said the threat is not new, but cannot be ignored.

“Any threat from ISIS when they mention a specific city should be taken seriously,” he said. “They have been successful over the last months, and all of the sudden they are regularly mentioning New York and Washington, and that had not always been the case.”