Some of the objects were reportedly picked up by air force radar

The video, filmed by pilots using an infrared camera, shows 11 bright objects moving rapidly in the sky.

"We are not alone! This is so weird," one of the pilots can be heard saying after the radar picked up the objects.

The Mexican defence ministry confirmed the videotape had been filmed by members of the air force, but did not comment on its content.

Mexican UFO investigator Jaime Maussan said that, while there were hundreds of UFO videos, it was the first time one "had the backing of the armed forces".

"The armed forces don't perpetuate frauds," he added after showing the footage at a news conference on Tuesday.

I believe they could feel we were pursuing them

Maj Magdaleno Castanon

The objects were reported to be invisible to the eye - the pilots turned on the infrared camera to track them after three of them were picked up by the radar.

In a taped interview, the plane's radar operator Lt German Marin said he had felt "a little afraid because we were facing something that had never happened before".

Interviewed by Jaime Maussan, the captain of the aircraft, Maj Magdaleno Castanon, said they had chased the lights.

"I believe they could feel we were pursuing them," he said.

"There was a moment when... the screens showed they were behind us, to the left and in front of us. It was at that point that I felt a bit tense."

There have been many reported UFO sightings in Mexico, most of which have been dismissed by scientists.