Russia said Thursday it was opening a preliminary probe into footage purporting to show the beheading of a Ukrainian prisoner of war.

The emergence of the disturbing footage, which AFP was unable to independently verify, sparked fury in Ukraine.

"In order to assess the reliability of these materials and make an appropriate decision, they were sent to the investigating authorities to organise a probe," Russian Prosecutor-General's Office said in a statement.

Russia has vigorously denied various war crime allegations brought by Kyiv and its Western allies since it invaded last February. 

The video, which lasts one minute 40 seconds, shows a masked man in camouflage decapitating another man in uniform.

Screaming can be heard and other voices speaking Russian encourage the apparent perpetrator.

After the man is decapitated, a voice is heard saying that the head should be sent "to the commander". 

The victim's vest bearing the Ukrainian trident and a skull can also be seen in the footage.

A Ukrainian commander at a frontline position near the embattled city of Bakhmut in eastern Ukraine told AFP the video would help troops under his command understand what would happen if they were captured.

"This is not a civilised war. We are fighting against an enemy that has no soul," the commander, who identified himself as Zhelezyaka said in a basement near the frontline.

"We're prepared - without hesitation - to kill. That's our task. But we can't do this. If we do the same thing they do, we'll become monsters like them." 

Kremlin spokesman Dmitry Peskov told reporters this week "the authenticity of this horrible footage needs to be verified."

Wagner paramilitary chief Yevgeny Prigozhin on Thursday denied accusations from a Russian NGO and a Wagner deserter that members of his fighting force were responsible.

"This is complete nonsense. It does not correspond to reality," Prigozhin said.