He claimed in an video posted on YouTube: "Zionist, Jewish people ... own all the banks, all the papers, all the TV stations."
Fury later apologised for his rant.
This came after a similarly disturbing outburst in November 2015, in which he compared homosexuality to abortion and paedophilia.
Fury said: "We live in an evil world, the devil is very strong at the minute, very strong, and I believe the end is near. The bible tells me the end is near. The world tells me the end is near. Just a short few years, I reckon, away from being finished.
"Abusing the planet, the wars in the Middle East, the famines, the earthquakes, the natural disasters, all these things are talked about 2000 years ago before they even happened. Prophesied. So now it's all coming true."
Fury has been out of the ring since dethroning Wladimir Klitschko of the WBA, WBO and IBF titles almost 18 months ago.
Drug problems and mental health issues have kept the undefeated heavyweight titan at bay.
But Fury sparked talk of a fight with current world IBF king Anthony Joshua, 27.
Fury provoked AJ by calling him a "poor man's Frank Bruno" on Twitter.
Joshua replied: "Typical Tyson Fury always talking BS around fight time.
"Same offer as last time, two ringside tickets, don't bring a plus one - it's for your fat ass."
Joshua, who fights Klitschko on Sunday at Wembley, insists taking on Fury would be a bigger fight than the veteran Ukrainian.
He said: "Do I want Fury to come back? Yes, definitely. If it were up to me, that would have been the fight happening this summer.
"When he returns, I'm sure I'll still be here and as for calling me a poor man's Frank Bruno, that was very disrespectful of him."
