French President Nicolas Sarkozy had asked that the footage not be broadcast. The network said the video appeared to show the attacks on soldiers and a Jewish school.
Police traced the killings to 23-year-old Frenchman Mohamed Merah. He was killed after a 32-hour standoff with police at his apartment building in Toulouse.
Prosecutors have said Merah recorded all his attacks. A French official close to the investigation said the video was not sent to the network by Merah. It was not immediately known who sent it.
The attacks began March 11 with the murder of a French soldier. Before the spree ended, two more soldiers and three Jewish children and a rabbi were killed, while another student and another paratrooper were wounded.
Meantime, preliminary charges for complicity in murder and terrorism have been filed against Merah's older brother, Abdelkader, though no evidence has emerged that he took part directly in the shooting.
The Associated Press contributed to this report.