
The training was conducted at heights of 4,000m and lasted seven days and nights, with troops climbing mountains, crossing icy rivers and using drones to target “thugs” with stolen guns.
The video shows the troops surrounding a hut where a suspect is hiding and then start shooting at him as he ran out.
The aim of the drill was to allow troops to succeed in “wild, unfamiliar and complicated conditions”, CCTV said.
China blames unrest in Xinjiang on Islamist militants and has been waging an anti-terror campaign in the region in recent years.
Rights groups and exiles say anger at tightening Chinese controls on the religion and culture of Muslim Uighurs in Xinjiang is more to blame for the unrest.
The United Nations and human rights groups estimate that between one million and two million people, mostly ethnic Uighur Muslims, have been detained in camps under the anti-terror campaign.
China has repeatedly denied any mistreatment of Uighurs and says the camps provide vocational training. It describes the detainees as students.
The government says there have been no terror attacks in the past three years as result of these strict measures.
Last week, it released a multi-part documentary on past terrorist attacks in Urumqi, Beijing and Kunming cities on its official English language broadcaster CGTN.