The footage was discovered on a USB key belonging to Cherif Chekatt, who was shot dead by police two days after his rampage in the eastern city.
Following the 11 December attack, the Islamic State group (IS) said the 29-year-old was one of its fighters, claims dismissed by the French Interior Minister Christophe Castaner.
News of the video came out on Saturday after Chekatt’s body was buried during an anonymous ceremony in Strasbourg. Mayor, Roland Ries, had initially said he did not want him buried in his city, insisting his remains be sent to Algeria, his family’s country of origin, but later relented.
"I would like all this to end as soon as possible,” said Ries.
On 11 December, Chekatt opened fire on passers-by in the historic centre of Strasbourg, armed with an old revolver and a knife, before escaping. Witnesses said they heard him shouting “God is great” in Arabic.
After a two-day manhunt, he was killed by police in Strasbourg’s Neudorf district.
Chekatt was a petty criminal who had been convicted on 27 occasions. He was on the French intelligence “fiché S” surveillance list for individuals suspected of being a serious threat to national security.
A 37-year-old man, suspected of supplying the revolver, was indicted and remanded in custody earlier in the week.
The Paris prosecutor said the investigation was ongoing to identify any more accomplices