U.S.-led forces in Afghanistan are investigating a Taliban claim that the organization is in possession of a dog the outfit claims to have captured from a military unit belonging to the International Assistance Security Force, or ISAF, in December.

On Thursday, Taliban released a video showing the dog, which has reportedly been named Colonel, being held on a chain attached to a harness, which, it is claimed, contained a GPS tracking device, a torch and a camera. The U.S.-led ISAF reportedly confirmed that a dog had gone missing during a mission in December last year, but provided no other details of the dog. A NBC report said it was unclear whom the dog belonged to adding that U.S. military officials had said the animal belonged to a British unit. UK's Ministry of Defence is also investigating the case, NBC reported.

"This dog was very important to the Americans," Taliban spokesman Zabiullah Mujahid told NBC News. "Once we got this dog, the Americans tried their best to get it back but they did not succeed.” He said that the dog was captured in Laghman province, east of Kabul, during a raid on Dec. 23.

Lt. Col. Will Griffin from ISAF told NBC News on Thursday: "At this point I can confirm a military working dog went missing after an ISAF military mission on Dec 2013."

Another ISAF spokesperson Lt. Col. Laurie Arellano added: "We are aware of media reports and we're looking into it."

Security forces in the country often take dogs on missions, which mostly include German Shepherds or Labradors, so that they can sniff out explosives and weapons.

Check out the video here: