Mr Goto was last heard from a week ago, when an audio clip emerged claiming to be by him, saying Mr Yukawa had been killed and asking for failed suicide bomber Sajida al-Rishawi to be released
'I was hoping Kenji would come back alive to thank everyone who had supported him," Goto's brother Junichi Goto, told broadcaster NHK TV. 'I am filled with sadness he couldn't do it.'
Goto's mother, Junko Ishido, told NHK TV her son's death showed he was a kind gentle man, trying to save another hostage.
We are an Islamic Caliphate with... an entire army thirsty for your blood
Killer in latest ISIS video
Andreas Kreig, assistant professor for defence studies at King's College London, told MailOnline tonight that he believes the footage is genuine.
He said: 'The technology that is used to film, they way the shots are cut, the way the footage transitions from one shot to the next, this is all things we have seen before in ISIS videos.'
Anthony Glees, Professor of Security Studies at Buckingham University, added: ‘This kind of video still has the power to shock. It’s particularly shocking because in this case everyone had a sense that Mr Goto may be released, as would the Jordanian pilot.’
Last night ISIS tweeted to say they were going to give King Abdullah, the deceased ruler of Saudi Arabia, a present on what would have been his 91st birthday.
Last night terror expert Shiraz Maher, who works for King's College London, tweeted the message, and added: 'I suspect, sadly, we'll see hostage videos released soon.'