A French judicial official said the gunman suspected of shooting and killing five people in a Christmas market attack in Strasbourg this month had pledged allegiance to the Islamic State.

The official, who was not authorized to speak publicly about the investigation, said investigators have found a video stored on a USB key in which Chérif Chekatt had claimed allegiance to the extremist group. The video was at Mr. Chekatt’s home.

Mr. Chekatt, 29, died in a shootout with police two days after his Dec. 11 attack at Strasbourg’s popular Christmas market.

Shortly after his death, the Islamic State’s Amaq news agency claimed he was a “soldier” of the group. French Interior Minister Christophe Castaner initially rejected the claim as “totally opportunistic.”