The video shows two French-speaking men wearing only cowboy hats and boxer-briefs luring the squirrel to the edge of a cliff with food before one of them sneaks up behind the animal and kicks it to its death.
"The rangers do believe it is at Grand Canyon in the national park," Grand Canyon National Park spokeswoman Kirby-Lynn Shedlowski told the Arizona Republic. "It is under investigation. We are working with YouTube to see if we can get any additional information."
The video was not posted by one of the perpetrators, but a third man who wrote on YouTube that he had nothing to do with the incident.
"I did not realize what was happening until it was too late. I do not know who they are. All I know is that they were French."
The video was pulled from YouTube for violating the site's terms and services, but was reposted online by the Daily Mail.