Lt Mu'ath al-Kaseasbeh says his plane was hit by a missile over Raqqah
Asked if he knows what his fate will be he says 'Islamic State will kill me'
Latest issue of Dabiq also has article by captive journalist John Cantlie
The so-called Islamic State has published an interview with a Jordanian pilot captured by militants last week after he was forced to eject over northern Syria.
First Lieutenant Mu'ath al-Kaseasbeh bailed out near the insurgent group's de facto capital of Raqqa on Wednesday after his F-16 warplane was damaged during an airstrike.
The 26-year-old is the first foreign military pilot to fall into the extremists' hands since an international coalition began its aerial campaign against IS in September.
His interview appears as a short question-and-answer segment in the latest issue of Dabiq, Islamic State's English-language magazine.
The full-colour monthly magazine, which is distributed online as a pdf document, also contains a lengthy article apparently by captive British journalist John Cantlie, as well as praise for Sydney hostage taker Man Haron Monis.
Lt Kaseasbeh, who is pictured wearing an orange jumpsuit, describes how his jet was hit by anti-aircraft fire near Raqqa, which is located on the banks of the Euphrates River in northern Syria.
'We entered the region of ar-Raqqah to sweep the area, then the striker jets entered to begin their attack,' he was quoted as saying. 'My plane was struck by a heat-seeking missile. I heard and felt its hit.
'The other Jordanian pilot in the mission – the first lieutenant pilot Saddām Mardīnī – contacted me from a participating jet and told me that I was struck and that fire was coming out of the rear nozzle of my engine.
'I checked the system display and it indicated that the engine was damaged and burning. The plane began to deviate from its normal flight path, so I ejected.
'I landed in the Furāt River by parachute and the seat caught on some ground, keeping me fixed, until I was captured by soldiers of the Islamic State.'
Elsewhere in the interview, Lt Kaseasbeh answers questions about himself and the coalition involved in airstrikes against Islamic State targets.
He said his role in the mission was to destroy anti-aircraft positions and guard against any enemy jets. At the end of the short piece he is asked if knows what his fate will be at the hands of Islamic State.
'Yes,' he answers. 'They will kill me.'
Jordan's government spokesman Mohammad al-Momani said he had seen the comments but declined to comment.
The U.S. has denied that IS shot down the Jordanian aircraft. The head of the U.S. military's Central Command, General Lloyd Austin, said the US will not tolerate IS's 'attempts to misrepresent or exploit this unfortunate aircraft crash for their own purposes'.
The new issue of Islamic State's magazine also included a long article on global economics which goes under the byline of John Cantlie, the British journalist held hostage in Syria since November 2012.
Like previous articles in Dabiq attributed to Mr Cantlie, the latest piece - headlined 'Meltdown' - appears right at the end of the magazine as its final article.
It is not clear if the 43-year-old wrote the article himself or if his name was simply added to another's work, but it does appear to be written in a less-formal, more journalistic tone than others in the magazine.
The article predicts the collapse of the U.S. dollar as the global reserve currency and this rise of a gold-backed economic system - something Islamic State has backed by minting its own gold and silver coins.
'Nobody has discovered a better way for people to stay warm than wearing clothes. And nobody has found a more stable money than gold,' Mr Cantlie apparently wrote.
Islamic State also praised the attack on a cafe and ensuing hostage crisis in Sydney, Australia, this month. Two hostages and the gunman, Man Haron Monis, were killed.
Monis was a 50-year-old Iranian-born self-styled cleric with a lengthy criminal history.
While holding the hostages, Monis made two demands - to be delivered an IS flag and to speak directly with Australian prime minister Tony Abbott.
Islamic State's editorial sidesteps the issue of Monis's dubious morality, which included outstanding charges for more than 50 sexual offences, saying: 'The fact is ... that any allegations leveled against a person concerning their past are irrelevant as long as they hope for Allah’s mercy and sincerely repent from any previous misguidance.'
IS had called on Muslims to kills disbelievers in the West, including Australia.