Extremist militants in four regions of Russia’s Caucasus have pledged allegiance to ISIL, according to a recording which was welcomed by the terrorist group after being posted online.

Extremist militants in four regions of Russia's Caucasus have pledged allegiance to ISIL, according to a recording which was welcomed by the terrorist group after being posted online.

The voice recording posted on YouTube Sunday said militants in Russia's Dagestan, Chechnya, Ingushetia and Kabardino-Balkaria regions had all swore fealty to Abu Bakr al-Baghdadi, head of the 'jihadist' group.

A spokesman for ISIL, Abu Mohammad al-Adnani, on Tuesday welcomed the news in a recording of his own.

"We congratulate the soldiers of ISIL in the Caucasus... we congratulate them for making allegiance to the Caliph. He accepts your allegiance and names Sheikh Abu Mohammad al-Qadari as (governor) of the Caucasus."

Russian officials maintain that thousands of Russians, many of them from the Caucasus, have travelled to Syria and Iraq to fight alongside ISIL.

On Wednesday, the deputy secretary of Russia's security council put the figure at "up to 2,000".

Some 'jihadists' from the region have already issued videos supporting ISIL's leader, Abu Bakr al-Baghdadi.

Their return, usually through Turkey where they "pretend to be tourists who lost their documents" will "pose a problem," he was reported as saying by Interfax.