Japan received a video that showed the purported beheading of the Islamic State's remaining Japanese prisoner, Kenji Goto, on Sunday.

The video was released after the terrorist group had asked for an Iraqi prisoner held in Jordan to be released in exchange for Jordanian pilot Lt. Muath al-Kaseasbeh's life.

The Jordanian Government agreed to a prisoner exchange, but had asked for proof that al-Kaseasbeh was still alive, which ISIS failed to do.

"We requested proof that Kaseasbeh is alive but we haven't received such proof, and we insist on this," Mohammed Al Momani, the Minister of State for Media Affairs and government spokesman told the press.

ISIS had demanded the Jordanian government to release Iraqi terrorist Sajida al-Rishawi last Thursday by sundown or the Japanese prisoner will be killed. The group had asked for al-Rishawi to be delivered to the Turkish border.

The deadline for the exchange had passed and shortly after, the supposed video showing the beheading of the Japanese national was released by the extremist group.

The terrorists also left a chilling message to Japanese Prime Minister Shinzo Abe.

"To the Japanese government: You, like your foolish allies in the Satanic coalition, have yet to understand that we, by Allah's grace, are an Islamic Caliphate with authority and power, an entire army thirsty for your blood," the group said in the video clip showing Goto's purported beheading.

"Abe, because of your reckless decision to take part in an unwinnable war, this knife will not only slaughter Kenji, but will also carry on and cause carnage wherever your people are found. So let the nightmare for Japan begin."

Japanese authorities are still in the process of checking the video's authenticity, but like the first video sent by the terrorists, it is very likely that it is real.

Goto, a respected freelance journalist, visited Syria to cover the suffering of people in war zones such as Syria. He also went to the country in October, in hopes of getting fellow Japanese national, Haruna Yukawa, free.

Al-Rishawi who is being held prisoner in Jordan was part of the group that bombed the Radisson hotel in Ammam, Jordan in Nov. 9, 2005. She had explosives strapped on her as well as her husband, but hers failed to explode. The explosion left 60 people dead, and is the worst terrorist attack in Jordan.