The video, presumed shot by Merah, who claimed to be an al-Qaida member, was sent to the Paris office of satellite TV station al-Jazeera, Radio France Internationale reported Tuesday.
Merah confessed he shot and killed seven people -- three soldiers, three Jewish children and a trainee rabbi -- March 11 and 19 in three incidents in and around Toulouse. He was shot and killed by police last Thursday following a 32-hour standoff in his apartment.
RFI said the video is a montage of various killings set to music and readings from the Koran.
Merah had allegedly boasted of having videotaped his killings. Witnesses to the shootings said the gunman appeared to have a video camera strapped to his chest.
President Nicolas Sarkozy said the videos should not be shown publicly.