This comes weeks after Afghan officials accused Iranian border guards of drowning migrants.
Afghanistan’s foreign ministry said in a statement on Friday three Afghans were killed and four injured in Iran’s central Yazd province after their vehicle was shot at by Iranian police, triggering the fire.
The video, which has been shared on various social media platforms, showed a boy escaping from the burning car while harbouring burns on his body and begging for water.
The ministry said the video was genuine, and Afghans in Iran are trying to identify the victims.
The boy, whose case has been taken up by rights groups, can be heard saying “give me some water, I am burning”.
“Iran has no right to kill Afghan refugees, they can seal their borders, expel all Afghans but not kill them,” Ali Noori, a lawyer and rights activist said on Facebook.
Iran says about 2.5 million Afghan migrants, both legal and undocumented, live there.
Facing its own economic problems worsened by international sanctions, Iran has at times tried to send Afghans home.
Migrants drownedMeanwhile, Afghan President Ashraf Ghani on Friday ordered a "thorough" probe into the drowning of several migrants, after Iranian border guards allegedly forced them into a river last week.
Afghan authorities had already been investigating the incident, but Ghani formed a new 10-member team to look into the deaths after 18 bodies of migrants were recovered, some of them bearing signs of torture.
Officials claim the migrants drowned in Harirud river while illegally crossing into neighbouring Iran from western Herat province.
"President Ashraf Ghani, in a decree issued today, appointed a 10-member team to carry out a thorough investigation into reports about the deaths of several countrymen along the Iranian border," Ghani's office said in a statement at the time.
Earlier on Friday, Abdul Ghani Noori, the governor of Herat's Gulran district bordering Iran, said authorities had so far recovered 18 bodies.
"Out of 55 Afghan migrants who were forced into the river, we have so far recovered 18 bodies," Noori said.
He said six migrants are still missing while others survived.
The bodies "bear signs of beating and torture," Noori said.
"Based on the accounts of survivors and the marks on the bodies of the victims, they were first lashed with wire cables by the Iranian border guards and then forced at gunpoint to jump into the river," he said.
The Afghan Human Rights Commission said last week the Iranian guards made the migrants cross the Harirud river and "as a result a number of them drowned".
Iranian authorities have dismissed the claims, saying the incident occurred inside Afghanistan's territory.
The United States, which frequently trades threats with Iran and has imposed strict sanctions on the country, has backed Kabul administration's decision to investigate the incident.