James Foley's parents say they watched the video of his beheading. REUTERS/Social Media Website via REUTERS TV

The parents of James Foley, the U.S. journalist beheaded by Islamic State militants, say they watched the video of the execution after initially resisting because "we just needed to know." Foley's father, John, told the New York Daily News he can't forgive his son's executioner even though "as Christians, we have to."

James Foley was forced to kneel in the desert, make a statement condemning the U.S. bombing campaign against the militants, formerly known as the Islamic State in Iraq and Syria, or ISIS, and then beheaded by a man dressed completely in black with his face hidden. A video of the execution was posted on the Internet.

"We just needed to know," John Foley said outside his New Hampshire home. “We believe he’s free. He’s with his God. The joy has been being Jimmy’s parents. The pain is in his death.”

Before the execution, Foley's parents said they were encouraged when they received a $132 million ransom demand from the Islamic State, believing they would be able to negotiate for their son's release.

“I actually was excited to see an email despite the conclusion that they would execute Jim,” John Foley told NBC Friday. “I actually hoped we could engage in negotiations with them if they were willing to send any sort of communication because we had none prior.

“I did not realize how brutal they were.”