Private TV station Puls 4 found the short video, which looks like it was shot on a mobile phone. It shows places in what appears to be Bad Gastein and has an Arabic voiceover and text.
"We're waiting for the words of our leader, in the hope that he comes to this place and hoists the flag of punishment," the voice says. According to an expert Puls 4 spoke to the man speaks with a Saudi Arabian accent.
The video is blurry and poor quality, with no shots of people. However, buildings and a church indicate it is the popular tourist resort.
"We are going to check the video," Interior Ministry spokesman Alexander Marakovits told the Austrian Press Agency on Friday.
The Mayor of Bad Gastein, Gerhard Steinbauer (ÖVP), has said he is not overly concerned, and wonders if the video might be a prank. “We’re not even sure that it is Bad Gastein - if it is, then yes, I might be worried… but it’s not even clear how old this video is,” he said.