Moscow (AFP) - Islamic State militants have issued a threat to President Vladimir Putin, vowing to oust him and "liberate" the volatile North Caucasus over his support of the Syrian regime.

The General Prosecutor's Office of Russia demanded that access to the address, which was posted on YouTube on Tuesday and features what jihadists say is a Russian-supplied fighter jet, be blocked.

"This is a message to you, oh Vladimir Putin, these are the jets that you have sent to Bashar, we will send them to you, God willing, remember that," said one fighter in Arabic, according to Russian-language captions provided in the video.

"And we will liberate Chechnya and the entire Caucasus, God willing," said the militant. "The Islamic State is and will be and it is expanding God willing."

"Your throne has already teetered, it is under threat and will fall when we come to you because Allah is truly on our side," said the fighter. "We are already on our way God willing."

In the same video, several fighters, some dressed in traditional Muslim robes, threaten Syrian leader Bashar al-Assad from atop the fighter jet.

"This is Russian equipment," says a voice, speaking in accented Russian, as the camera cuts to a close-up of the plane's cabin.

The Prosecutor's Office said it requested that investigators open a criminal probe into the video.

The Kremlin fought two wars with separatists in Chechnya over the past 20 years. The unrest has since engulfed the entire North Caucasus including Dagestan and Ingushetia where attacks on authorities are a regular occurence.

The Kremlin, whose attention over past months has focused on the Ukraine crisis, is one of the main backers of the Assad regime, providing it with diplomatic and military support in its fight against rebels.

The Islamic State, a Sunni extremist group, has gained prominence in recent months, declaring an Islamic "caliphate" in regions under its control in Iraq and Syria.

The militants stirred a global outcry last month when they beheaded US journalist James Foley. The fighters said on Tuesday they had beheaded a second US journalist, Steven Sotloff.