17:26 23 February 2015
The video saw Islamist militants from the Al Shabaab group specifically mentioning Oxford Street and give GPS coordinates for the Westfield shopping centres in Stratford and Shepherd’s Bush. Metropolitan Police is said to be aware of the video and now assessing the content.
The Somali-based militants previously claimed responsibility for the 2013 attack on an upmarket shopping mall in Kenya that killed 67 people.
The video, which was released last Saturday, is also targeting several shopping malls in the United States.
Jeh Johnson, the chief of homeland security in the US, said: "Anytime a terrorist organisation calls for an attack on a specific place, we've got to take that seriously."
"I would say that if anyone is planning to go to the Mall of America today, they've got to be particularly careful.
"This latest statement from Al Shabaab reflects the new phase we've evolved to in the global terrorist threat, in that you have groups such as Al Shabaab and ISIL publicly calling for independent actors in their homelands to carry out attacks."