Terror group, ISIS posted the video as part of its deadly rampage through the country.
"ISIL speaks for no religion. Their victims are overwhelmingly Muslim and no faith teaches people to massacre innocents. No just god would stand for what they did yesterday and what they do every single day," said President Obama as he addressed the nation on Wednesday.
As a member of the Senate Armed Services Committee, Utah Senator Mike Lee is keeping a close eye on what is unfolding.
"This is a terrible group bent on destruction, that doesn't respect human life. We need to monitor the situation carefully and watch to see to what extent they pose a threat to American national security," said Lee.
Lee says if that case is made it may require more military action, but for now he's behind the current support role.
"I think it's important for us to get behind the president when he makes individualized decisions. And if we are going to become more involved than that I think he needs to come to congress," said Lee.
The president isn't making that case, but he is insisting ISIS must be stopped.
"There has to be a common effort to extract this cancer so it does not spread. It has to be a clear rejection of these kind of nihilistic ideologies. One thing we can all agree on is that a group like ISIL has no place in the 21st century."
The need for that is urgent. In the video, ISIS members also threatened another American journalist with a similar fate unless the President ends military operations in Iraq.