They say the boy, who has not been named, is now on a terror watch list.
His video was shot in the Belgian city of Verviers, according to authorities.
He said: "Oh Allah, annihilate the hateful Christians.
"Oh Allah, kill them all. Do not leave a single one of them.
"Oh Allah, make their weapons and ammunition booty for our brothers."
La Meuse, a Belgian newspaper, has reported the boy is the son of local imam El Alami Amaouch.
Mr Amaouch is currently facing deportation to the Netherlands because of hate preaching.
