Russia's General Prosecutor's office said on Thursday that it had opened an investigation into a video showing the alleged beheading of a Ukrainian captive by Russian soldiers.

"In order to assess the credibility of these materials and make an appropriate decision, they have been forwarded to the investigative authorities for verification," it said.

The Kremlin said on Wednesday the video, which has circulated on social media, was "awful" and that its authenticity needed to be checked.