The DVD, date-stamped in May, shows four badly beaten men describing how they enforced the cartel's rules with kidnapping, torture, execution and cremation. The men also speak of recruiting police, military and political figures to help the cartel.
Six minutes into the confession, a 9 mm pistol held by a black-gloved hand enters the picture and fires a bullet into the head of one of the self-proclaimed killers.
However, who made the video is a mystery, the newspaper said.
Officials in Mexico and the United States said there are a number of possibilities, the first being a vengeful family who lost someone to the cartel, trying to expose their methods.
Jose Luis Santiago Vasconcelos, head of the anti-organized crime division of the Mexican attorney general's office, said the video is being investigated. He called it a "counterintelligence strategy" by a rival cartel aimed at turning the federal government against the group.