By Sheena McKenzie CNN

(CNN) -- Video has emerged of the Berlin Christmas market attack suspect Anis Amri pledging allegiance to ISIS. The footage emerged hours after he was killed in an early-morning shootout in Milan on Friday morning.

The Tunisian man, who has been the subject of a Europe-wide manhunt since Monday's market attack in which 12 people were killed, was stopped in Sesto San Giovanni -- a district in the northeastern part of Milan -- just after 3am local time, Italian police said on Twitter.

A video released Friday on ISIS-affiliated website, Amaq, shows Amri pledging allegiance to the group's leader Abu Bakr al-Baghdadi. He does not refer to Monday's attack.

When the man was asked for his papers by Italian police, he pulled a .22 calibre gun out of his backpack and fired at them.

The driver of the police car returned fire, killing the 24-year-old suspect. One of the shot police officers, Cristian Morio, was recovering in hospital. A second police agent, Luca Scata, was unharmed.

Amri shouted "bastard cops" before he was killed, according to Milan's Police Chief Antonio De Isu.

In a press conference Friday, Italian Interior Minister Marco Minniti said the man shot was Amri "without any doubt." The Tunisian had previously lived in Italy.

The police who killed Amri were not searching for him, but had stopped him as part of normal patrol operations, Milan Police Chief Antonio De Isu said Friday.

Nobody had alerted the police to Amri's presence in the city.

Amri 'traveled from France'

Italian news agency ANSA said Amri arrived in Milan by train from the French region of Savoy.

The French anti-terrorism prosecutor's spokeswoman, Agnes Thibault Lecuivre, could not confirm the report, telling CNN the investigation was ongoing.

It suggests that Amri passed through at least two European borders after fleeing Berlin.

In response, Marine Le Pen, leader of France's far-right National Front Party, criticized the European Union's open borders policy was a "security disaster."

German officials are now working to determine whether Amri had a network of people helping him flee from Germany to Italy, German federal prosecutor Peter Frank said.

Amri was on Islamist threat list

Amri was considered to be one of the most dangerous Islamists in the country months before Monday's attack, according to German intelligence officials.

He was put on a German security services list of dangerous people in March, which currently includes 549 individuals.

German Chancellor Angela Merkel said in a press conference Friday that government ministers will be assessing what security measures need to be adapted in the wake of the attack.

Merkel added that she had spoken to Tunisian President Beji Caid Essebsi about speeding up the process of returning Tunisian nationals illegally living in Germany.

Links to Italy

Amri entered Italy in February 2011 without any ID and claimed to be a 17-year-old minor, a spokesman for the Italian state police, Mario Viola, told CNN earlier this week.

While in Italy, he served four years in prison after he was involved in an arson attack on a school, his father told Tunisian radio.

Viola said that Amri's jail term for damaging state property, assault and arson at the Lampedusa refugee center began in late 2011. He was released in May 2015.

Italian authorities ordered his deportation, but Tunisian authorities wouldn't accept the request on the grounds of a lack of proper documentation, Viola said.

At that point, Italian authorities told Amri to leave the country, and officials lost track of him.

Amri was "not suspected" of terrorism at the time and was considered a "petty criminal," Viola said. The Tunisian came to Italy at the same time as thousands of others amid the turmoil of the Arab Spring, he said.

He left for Germany more than a year ago.

How the manhunt unfolded

Amri's fingerprints were found in the cabin of the truck used in Monday's attack and German authorities are now investigating whether the gun Amri used on Friday was the same one used to shoot dead the Polish driver of the truck.

The slain driver may have been involved in a struggle with Amri before being shot.

German authorities initially detained a Pakistani asylum seeker in connection with the Christmas market attack, but he was later released and a search launched for Amri instead.

European authorities had offered a reward of up to 100,000 euros (about $104,000) for information on his whereabouts.

According to German investigative files obtained by CNN on Thursday, Amri had ties to an ISIS recruitment network in Germany and had previously discussed launching an attack there.

CNN's Richard Greene, Lorenzo D'Agostino, Paul Cruickshank, Livia Borghese, Margot Haddad, Joshua Berlinger and Laura Smith-Spark contributed to this report

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