Cherif Kouachi, one of the men suspected of the attack on French magazine Charlie Hebdo, spoke to a journalist who telephoned the warehouse where he and his brother were in a standoff with police.
Igor Sahiri of BFM TV on Saturday said he called the warehouse in Dommartin-en-Goele, where Cherif and his brother Said were killed, hoping to speak with someone who worked there.
He was surprised when the phone was answered by Kouachi, who told him: "We are just telling you we are the defenders of the prophet and that I, Cherif Kouachi, have been sent by al-Qaeda of Yemen and that I went over there and that Anwar Al Awlaki financed me."
Asked if he intended to kill more civilians, Kouachi replied: “Did we kill any civilians in the past two days when you were looking for us? Come on.
“We are not killers, we are the defenders of the Prophet, and we kill those who insult him.”
BFMTV later received a call from Amedy Coulibaly, who was holding hostages at the Paris grocery store.
Coulibaly told them he and the Kouachi brothers had "synchronised to do the operations", adding: "We just decided at the start, so they did Charlie Hebdo and I took care of police officers."
Sahiri told the BBC’s Today programme: “He was really prepared. It was somebody very serene. He was very calm. It was just like a normal discussion, no rudeness.
“My feeling was that this kind of man is ready to die. They way he was breathless made me feel that this guy was ready to die, was very aware of what would happen at this time.”
Separately, Mehdi Bouzid, an imam in the Paris suburb of Aubervilliers, said he had known Cherif Kouachi and remembered him as a "very good guy" but that he was unable to persuade him not to go abroad to fight.
"I played football with him. I spoke with him the first time he wanted to go to Iraq, to tell him it is not a solution, you don't know for whom you are fighting," Mr Bouzid told BBC Radio 4's Today programme.
“It’s very easy in this district to tell some young people ‘You will go to heaven, you will make some beautiful things’, and I think Cherif fell in this trap.
“Two weeks ago he was with my father, praying in the 19th district of Paris, and he was always with a smile.
“I never suspected he could make this thing. When we saw the pictures I recognised the way he walks in the video, I recognised his voice.”
Mr Bouzid said that Kouachi may have been motivated by a desire for "vengeance" over suffering in Muslim countries which he blamed on the west, as well as a feeling that he did not "belong" in France.
“I don’t justify any attacks, but when you look at their past, when you don’t have any identity, when you don’t belong, you can take some very, very ugly act,” he said.
“When you know that something hurts me, you have to respect me, and Charlie Hebdo don’t respect that. When you have a Muslim name it is very difficult to find a job, to make your prayer, to wear your veil. I went to Paris yesterday and I felt the eyes on me with fear and anger and hate. I feel that.”
The deputy director of operations at Europol, Wil van Gemert, warned that radicalised individuals appeared to have become "revitalised" and prepared to commit attacks.
But he acknowledged that it was “not easy” for security agencies to keep track of those who might pose a risk.
Mr van Gemert said: “It seems that youngsters, and even those who have been radicalised in the past, once again get revitalised and are prepared to commit this kind of attack.
“I think society, but also law enforcement and intelligence services, have to be prepared to have as much as possible a view of what people are doing in this field, and that’s not always easy.”
PA