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U.S. President Barack Obama claps before he addresses a gathering at Siri Fort Auditorium in New Delhi January 27, 2015. In a new ISIS video, a jihadist threatens to kill him and vows to transform America into an Islamic state.Reuters

In a shocking new beheading video, Islamic State or ISIS threatens to kill US President Barack Obama and ultimately transform the United State into a "Muslim province".

In the new video – which was discovered by the Middle East media Research Institute (MEMRI) on Tuesday – three Islamic State militants are seen standing behind a Kurdish fighter, who is kneeling down. One of the jihadists starts with the deadly rhetoric which includes warnings against the western countries, in particular the US President.

"Know, oh Obama, that (we) will reach America," said one of the fighters, clad in their signature black dress and a mask. The statement was translated by MEMRI and noted by Fox News. "Know also that we will cut off your head in the White House, and transform America into a Muslim Province," the jihadist further says.

The extremist also spoke for few more minutes issuing warnings to European countries. He said that jihadists would come with "car bombs" and would "cut off" the heads of innocent people.

"And this is my message to France and to its sister, Belgium," he said. "We advise you that we will come to you with car bombs and explosive charges, and will cut off your heads," the man concludes. As one ISIS member shields a knife and apparently starts cutting the Kurdish fighter's throat, the video starts fading.

This video comes on the heels of news of the terrorist group killing one of Japan's citizens and declaring on Tuesday that another man has only 24 hours to live. In separate online messages conveyed by the extremists, the ISIS militants said that Japanese hostage Kenji Goto and a Jordanian air force pilot would be killed if Sajida al-Rishwawi, who has been held by Jordan for nine years, is not released immediately.