"I do not think that such claims are true but we will check it," Special Director General of Police, Law and Order and Coordination, S P Vaid told PTI.
"We will take action if there is such a thing," he added.
The over-two-minute video has a man who is not visible but has a voice-over, claiming to be Hizbul Mujahideen commander Zakir Rashid alias Moosa.
The man is seen with a laptop and claiming that he has details of the "informers" of police in it.
It is not clear as to when the video has been shot.
Another video is also doing the rounds on social media, showing Zakir holding a rifle and donning army fatigue.
In that video, he is seen issuing threats to policemen while speaking in Urdu.
Zakir had taken over the militant outfit in the Valley after his predecessor Burhan Wani was killed in an encounter with security forces in July this year.
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