In a video posted on the Internet, the group has warned Russian President Vladimir Putin against holding the winter games, saying those who come to Sochi will receive a “surprise package.”
The two militants, who appeared on the video, have also claimed responsibility for twin suicide bomb attacks in a train station and trolley bus in the southern city of Volgograd last month, which left more than 30 people dead.
Russian officials have not yet commented on the video. Putin, however, has repeatedly pledged to ensure safety and security of the Games in the Black Sea resort.
“As organizers of this competition, we must guarantee safety of athletes and guests of the Olympics - this wonderful sports celebration - and we’ll do our best to achieve our goal,” Putin said in the city of Sochi on Friday.
Putin's visit to Sochi came a day after he had a meeting with foreign ambassadors in Moscow in which he told them that the event would be held "without any discrimination" against athletes and visitors.
The Sochi Olympic Winter Games will be held from February 7 to 23, and for the first time in the Olympic history, members of the delegations will be able to travel to the host city without a visa.
Threats against the Sochi Winter Olympics, however, have intensified in recent months. Back in July, Saudi intelligence chief Bandar Bin Sultan reportedly threatened Putin to abandon Syria or face terrorist attacks on Olympic Games.
SHI/SHI