Story highlights NSC confirms Peter Kassig, American shown on video, is being held by ISIS

ISIS claims to have beheaded another Westerner

Video appears to show the killing of Alan Henning, a British aid worker

A short video released by ISIS on Friday shows the apparent beheading of British aid worker Alan Henning, with the executioner blaming the death on the United Kingdom for joining the U.S.-led bombing campaign against the group.

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Before he is killed, Henning speaks to the camera, referencing the British Parliament's decision to participate in coalition of more than 40 countries who have banded together to go after the so-called Islamic State terror group in Iraq and Syria.

At the end of the video, ISIS shows American aid worker Peter Kassig and threatens his life.

There is no reason to believe the video is not authentic, a U.S. intelligence official told CNN, adding that American officials are studying it.

"The brutal murder of Alan Henning by ISIL shows just how barbaric and repulsive these terrorists are," UK Prime Minister David Cameron said, referring to the group also known as ISIS.

"Alan had gone to Syria to help get aid to people of all faiths in their hour of need," Cameron said. "The fact that he was taken hostage when trying to help others and now murdered demonstrates that there are no limits to the depravity of these ISIL terrorists."

The news of Henning's beheading comes just days after Britain joined the coalition. UK jets began flying reconnaissance flights over Iraq a week ago, and on Tuesday dropped its first missiles on an ISIS heavy-weapon position and an armed pickup truck in Iraq, according to the UK Defense Ministry.

A taxi driver from near Manchester, England, Henning was part of a team of volunteers that traveled to Syria in December 2013 to deliver food and water to people affected by the Middle Eastern country's devastating civil war.

He was abducted the day after Christmas by masked gunmen, according to other people in the aid convoy.

Photos: Alan Henning: Golden-hearted hostage Photos: Alan Henning: Golden-hearted hostage Alan Henning: Golden-hearted hostage – Dr. Shameela Islam-Zulfiqar shared images with CNN from the December 2013 aid convoy to Syria she made with Alan Henning, who was kidnapped from the group. Henning, a taxi driver from near Manchester, England, was part of a team of volunteers that traveling to Syria to deliver food and water. He was abducted from the convoy the day after Christmas by masked gunmen, according to other members of the convoy. Here, Henning stands alongside one of the ambulances he was driving as part of the convoy. The photo was taken close to the Turkish border during a break in the road trip. Hide Caption 1 of 5 Photos: Alan Henning: Golden-hearted hostage Alan Henning: Golden-hearted hostage – Henning and Islam-Zulfiqar prepare a cup of tea during a break during Christmas 2013. Henning was nicknamed "Gadget" by convoy members for his ability to fix electronics. Hide Caption 2 of 5 Photos: Alan Henning: Golden-hearted hostage Alan Henning: Golden-hearted hostage – Henning attaches a sticker to the side of the ambulance he was driving. He dedicated his ambulance to the memory of Dr. Abbas Khan, a British doctor apparently arrested and allegedly later murdered by the Syrian regime as he carried out aid work in Syria. Hide Caption 3 of 5 Photos: Alan Henning: Golden-hearted hostage Alan Henning: Golden-hearted hostage – Henning, right, sits and chats with fellow convoy members en route from Britain to Syria. Hide Caption 4 of 5 Photos: Alan Henning: Golden-hearted hostage Alan Henning: Golden-hearted hostage – Henning was the only non-Muslim on the convoy. Islam-Zulfiqar said "just think of that big smile and that beautiful, beautiful golden heart." Hide Caption 5 of 5

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The Prime Minister vowed to bring the killers to justice.

Last week, the British Foreign Office released an audio file of Henning pleading for his life. His wife made a public plea for ISIS to spare his life.

Barbara Henning's pleas were joined by voices of Muslim leaders around the world.

They included Shaykh Haitham Al Haddad, a judge on the Shariah Council in London, who has said that "whatever your grievance with American or British foreign policy, executing this man is not the answer."

But the calls for mercy appear to have been met with bloodshed.

The White House released a statement condemning Henning's murder and vowing to work alongside the UK and its allies to "degrade and ultimately destroy ISIL."

Video similar to others

If the authenticity of the video is confirmed, Henning will be the fourth Westerner to be beheaded on camera by ISIS.

This summer, ISIS beheaded American freelance journalists James Foley and Steven Sotloff -- showing their gruesome killings in videos posted online. ISIS then claimed its first British victim, aid worker David Haines, according to video that appeared online on September 13.

In the video released by ISIS Friday, Henning's name is misspelled "Allen."

The video is similar to the previous ones, with a clearly scripted statement being delivered by the victim.

But unlike the previous ones, this one is shorter and is shot tightly, showing none of the surroundings.

And just like the previous videos, it ends with a threat to another hostage.

The National Security Council confirmed that Kassig is being held by ISIS.

"We will continue to use every tool at our disposal -- military, diplomatic, law enforcement and intelligence -- to try to bring Peter home to his family," according to agency spokeswoman Caitlin Hayden.

The American who appears at the end of the video, Kassig, is a former soldier who became an aid worker in the Middle East.

Kassig's parents, Ed and Paula, confirmed to CNN it was their son, "who was doing humanitarian work in Syria, is being held captive."

"We ask everyone around the world to pray for the Henning family, for our son, and for the release of all innocent people being held hostage in the Middle East and around the globe," the statement said.

Kassig, 26, founded the non-profit Special Emergency Response and Assistance group. At the time, the organization was providing humanitarian aid to refugees fleeing the Syrian civil war.

Kassig worked as a medic and was en route to Deir Ezzor in northern Syria for SERA when he was kidnapped on October 1, 2013, according to his family.

"I am not a doctor. I am not a nurse. But I am a guy who can clean up bandages, help clean up patients, swap out bandages, help run IVs, make people's quality of life a little bit better," he told CNN's Arwa Damon during an interview in 2012.

"This is something for me that has meaning, that has purpose."