The six-minute video released by Islamic State fighters in Iraq applauds last week's Paris attacks, according to a translation of the Arabic provided by the Maryland-based SITE Intelligence Group.
The latest threat comes one day after the militant group put out a video showing scenes of New York City, which suggested it was also a target.
See the history of captives held by ISIS:
ISIS, IS, ISIL beheading incidents, hostages
New Islamic State video threatens attack on White House
FILE - In this Friday, May 27, 2011, file photo, journalist James Foley poses for a photo during an interview with The Associated Press in Boston. A memorial service is scheduled Saturday, Oct. 18, 2014, in Foley's hometown of Rochester, N.H., on what would have been his 41st birthday. Foley was abducted in Syria on Thanksgiving Day 2012, and a video by Islamic State militants that purported to show his killing by the militant group was released Tuesday, Aug. 19, 2014. (AP Photo/Steven Senne, File)
A screen grab from a video posted to YouTube by ISIS that claims to show journalist James Foley, who was abducted in 2012 while covering the Syria civil war, being beheaded.
AKKAR, LEBANON - SEPTEMBER 3: Lebaneses carry the funeral of Lebanese soldier Ali al-Sayyed (28) who kidnapped by Islamic State and the al-Nusra Front members and killed by Islamic State members, in Akkar, Lebanon on 3 September, 2014. (Photo by Mahmud Saleh/Anadolu Agency/Getty Images)
Execution of Steven Sotloff (1983 Â 2014) by Jihadi John of ISIS. In August 2013, Sotloff was kidnapped in Aleppo, Syria, and held captive by militants from the Islamic State of Iraq and the Levant. Jihadi John (Mohammed Emwazi, born August 1988) a British man who is thought to be the person seen in several videos produced by the Islamic extremist group ISIL showing the beheadings of a number of captives in 2014 and 2015. (Photo by Universal History Archive/UIG via Getty Images)
This Thursday, Sept. 4, 2014, a family of a missing Lebanese soldier who was kidnapped by Islamic State militants, sits on the ground as they block a street during a demonstration to demand action to secure the captives' release, in front the Lebanese government building, in downtown Beirut, Lebanon. The mother of Lebanese soldier Abbas Medlej, held captive by the militant Islamic State group says that photographs posted online purporting to show his beheading appear real, on Saturday, Sept. 6, 2014. Militants, including from the Islamic State extremist group, seized around 30 soldiers and policemen after overrunning a Lebanese border town in early August. (AP Photo/Hussein Malla, File)
The garden of the house where David Haines, the British hostage beheaded by extremists, lived with his wife and four-year-old daughter in Sisak, central Croatia, Sunday, Sept. 14, 2014. Haines is the third Westerner beheaded in recent weeks by the Islamic State group, which has seized vast swaths of territory in Syria and Iraq. The first two were U.S. journalists. (AP Photo/Eldar Emric)
British Aid Worker David Haines (Photo via YouTube)
Mike Haines, the brother of David Haines who was murdered by Islamic State terrorists, outside Westminster Abbey, London, after he said that his brother did not want the Government to pay a ransom for his release - even if the other likely option was death.
FILE - In this Oct. 1, 2014, file photo, a Kurdish peshmerga soldier prays at a battle field in Mahmoudiyah, Iraq, after Kurdish fighters took control of the northern village from the Islamic State group. The group has released videos or pictures of beheadings of Kurdish fighters, including nine this past week who were captured in clashes near the Syria-Turkey border. All the images came out after the Islamic State group was attacked or suffered setbacks in Kurdish areas in northern Iraq and Syria. (AP Photo/Hadi Mizban, File)
Screen shot from an Internet video released Friday that purports to show an ISIS militant beheading British aid worker Alan Henning, who had been taken hostage by the extremist group.
MANCHESTER, UNITED KINGDOM - NOVEMBER 22: The order of service for the memorial service for murdered British aid worker Alan Henning at Eccles Parish Church on November 22, 2014 in Manchester, United Kingdom. The 47-year-old taxi driver was captured in December while delivering food and supplies to Syrian refugees and was murdered by Islamic State (IS) militants in Syria. (Photo by Andy Kelvin - WPA Pool/Getty Images)
Yellow ribbons for murdered British hostage Alan Henning, are attached to trees in the town centre of Eccles, north west England on October 4, 2014. Britain reacted with horror on Saturday to the beheading of hostage Alan Henning, who many had dared to hope might be spared after a cross-community appeal for his release. Prime Minister David Cameron led tributes to the 47-year-old taxi driver who went to the region as a volunteer to deliver aid and whose death was announced by Islamic State jihadists in a video released late Friday. AFP PHOTO / OLI SCARFF (Photo credit should read OLI SCARFF/AFP/Getty Images)
Syrian refugee Amjad Moghrabi stands in front of a photograph of his colleague, American aid worker Peter Kassig, 26, who converted to Islam while in captivity and changed his name to Abdul-Rahman Kassig, during an interview with The Associated Press in the northern port city of Tripoli, Lebanon, Saturday, Nov. 8, 2014. Kassig was helping victims of the Syrian civil war when he was captured in Syria last year and threatened with beheading by the Islamic State group. Arabic reads, "Justice for Abdul-Rahman." (AP Photo/Bilal Hussein)
A passer-by watches a TV news program reporting two Japanese hostages, Kenji Goto, left, and Haruna Yukawa, held by the Islamic State group, in Tokyo, Friday, Jan. 23, 2015. Militants affiliated with the Islamic State group have posted an online warning that the "countdown has begun" for the group to kill a pair of Japanese hostages. (AP Photo/Eugene Hoshiko)
AMMAN, JORDAN - FEBRUARY 2: Jordanian youth gather for a candle light vigil to condemn the killing of the two Japanese hostages, Haruna Yukawa and Kenji Goto, by the Islamic State (ISIS) group, in a gesture showing solidairity with Japanese people, in front of the Japanese embassy on February 2, 2015 in Amman, Jordan. (Photo by Jordan Pix/Getty Images)
FILE - In this file image made from a video released Sunday Feb. 15, 2015 by militants in Libya claiming loyalty to the Islamic State group purportedly shows Egyptian Coptic Christians in orange jumpsuits being led along a beach, each accompanied by a masked militant. The mass beheadings of Egyptian Christians by militants in Libya linked to the Islamic State group have thrown a spotlight on the threat the extremists pose beyond their heartland in Syria and Iraq, where they have established a self-declared proto-state. (AP Photo, File)
This image made from a militant video posted on a social media website on Wednesday, Aug. 5, 2015, which has been verified and is consistent with other AP reporting, purports to show a militant standing next to another man who identifies himself as 30-year-old Tomislav Salopek, kneeling down as he reads a message at an unknown location. The video purportedly released by the Islamic State group threatens to kill the Croatian hostage if Egyptian authorities do not release "Muslim women" held in prison within 48 hours. (Militant website via AP)
The Italian, left, and European Union flags wave at half mast on the facade of the Scuderie del Quirinale museum in Rome, Thursday, Aug. 20, 2015. Italy's museums are waving their flags at half mast to honor Khaled al-Asaad, the 81-year-old antiquities scholar killed by ISIS militants. (AP Photo/Gregorio Borgia)
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Islamic State, which controls a large territory in Syria and Iraq, has claimed responsibility for last Friday's attacks in Paris in which 129 people were killed.
FBI Director James Comey said on Thursday he was not aware of any credible threat of a "Paris-type attack" in the United States.
State Department spokesman John Kirby told CNN that Thursday's video was being examined to determine its "veracity." "Everybody here in the United States government are taking these threats seriously," he said.
The U.S. Department of Homeland Security did not immediately respond to a request for comment on the video.
The video opens with television news clips of the Paris attacks and then shows two militants separately speaking to the camera.