The 20-year-old had left home late October and joined the Lashkar-e-Toiba, leaving his family and friends distraught.
It is believed that he joined militancy after participating in the funeral of his friend Yawar Nissar Shergujri, a militant who was killed in an encounter with security forces at Herpora in Anantnag district in August.
Khan had hinted his inclination to join militant ranks in a Facebook post on October 29.
"Jab shauq-e-shahadat ho dil mai, tou suli say gabrana kya (When the desire for martyrdom beats in your heart, why fear the gallows then)," he said in the post.
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His friends said he shone out among other players and had a bright chance of making it big in the game.
Khan's decision to pick up arms has left his family in despair and they want their only son to return home.
In a video doing rounds on social media, his mother, Ayesha, can be seen pleading for his return.
"Come back and kill us, then go back. Who you have left me for? Majid come as fast as you can, for the sake of your father," she says.
"Let us not (only) highlight the footballer. Our effort is that he should come back to his family. You know how it has been highlighted that his family wants him to come back. To second the efforts of his family is our job," he said.
"I'm not talking only about Majid (Khan) but every local militant. We will do all the needful to bring them back and rehabilitate them. It is our sincere endeavour that these misguided youth come and join their families," the officer said.
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