The video shows an alleged al-Shabab member urging fellow extremists to attack "American and Jewish-owned" shopping centres.
Who are al-Shabaab militants?
Al-Shabaab, which means "The Youth", is a Somali terror group affiliated to al-Qaida.
An off-shoot of the Islamic Courts Union - a rival administration to the Transitional Federal Government in Somalia - al-Shabaab aims at overthrowing the Somali government and imposing its own version of Islam in the country.
It controlled Mogadishu and the southern region of Somalia from 2006 until 2011, when it was defeated by African Union peacekeepers.
The masked man in the video said: "If just a handful of mujahedeen fighters can bring Kenya to a complete standstill for nearly a week, imagine what a dedicated mujahed in the West could do to American or Jewish owned shopping centres across the world?"
The reference is to the 2013 Westgate mall siege in Kenya, in which at least 67 people were killed by Shabaab militants.
Following the release of the video, the US Homeland Security and the FBI issued a joint statement reassuring they are working to mitigate such threats and prevent attacks.
Terrorism experts have warned not underestimate the threats of the al-Qaida affiliated terror group.
Al-Shabaab might have links to Isis
Clayton Sharb, president of the Alexander Hamilton Society and writer for The Algerian newspaper, believes that Shabaab's call for attacks must be taken seriously due to the previous large scale mall attack in Kenya.
"Al-Shabaab jumped onto the world stage during that attack and the amount of blood that was spilled was horrifying for the millions around the world who watched helplessly on live feeds," he told IBTimes UK.
"I think just as people overlook Boko Haram due to IS [Islamic State], people also overlook the sheer size of Al-Shabaab which is up to around 7,000-9,000 militants, when estimated by the United States State Department."
According to some reports, Nigerian terror group Boko Haram, which has been killing thousands of people throughout northern Nigeria, might be receiving support by IS.
"I think there is reason to consider that IS and Boko Haram have ties to Al-Qaeda-backed Al-Shabaab as well," Sharb said.
A lone wolf most likely to attack Canada
Sharb believes that a lone wolf sharing the same ideology of Shabaab might carry out an attack.
"The most likely scenario if any attack were to happen in America especially would be a lone wolf attack involving a home grown and radicalised terrorist who may have similar extremist beliefs as Al-Shabaab but no tangible links," he said.
"I think Canada has a much higher risk of attack as they may be seen as less of a threat to Al-Shabaab than the US, which has been directly and indirectly been involved with the fight against Shabaab and Somalian extremism for years, aiding AU forces with drone strikes on high profile militants since at least 2008.
"Canada also has a large Somali population in Toronto, and quite a few cases of radicalized Canadian-Somalis have been reported in the past several years as dozens have been thought to have traveled oversees to train in the Middle East or North Africa with known terrorist groups such as Al-Qaeda and Al-Shabaab," he added.