French President Nicolas Sarkozy, other French officials and family members of the victims had asked that it not be broadcast.
The footage was contained on a USB key sent with a letter to the Paris office of the Qatar-based television company, Zied Tarrouche, the station's Paris bureau chief, said on Tuesday on the French TV station BFM. The letter, written in poor French with spelling and grammar errors, claimed the shootings were carried out in the name of al-Qaeda.
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Police traced the attacks to Mohamed Merah, a 23-year-old Frenchman, who was killed last week after a more than 30-hour standoff with police at his apartment building.
Merah had claimed to police that he had links to al-Qaeda, travelled to Afghanistan, and received weapons training in the militant-riddled Pakistani tribal region of Waziristan.
But authorities have questioned some of Merah's claims.
Prosecutors have said that Merah filmed all of his attacks, which began March 11 with the murder of a French soldier. Before the spree ended, two more soldiers and three Jewish children and a rabbi were killed.
"In accordance with Al-Jazeera's Code of Ethics, given the video does not add any information that is not already in the public domain, its news channels will not be broadcasting any of its contents," the broadcaster said in a statement.
The channel said the video was received from an anonymous source on Monday and that Al-Jazeera immediately gave it to French police.
A French official close to the investigation said it was not sent by Merah. Speaking on condition of anonymity because of the sensitivity of the case, he said that technical experts have concluded that the video was sent on Wednesday from near southern Toulouse, the same day that Merah was trapped in his apartment by the predawn police raid.
