CNN said Army Sgt. Bowe Bergdahl, apparently the only U.S. prisoner of war, was captured in June 2009 when he was 23, and is believed to be held by a Taliban ally, the Haqqani network in Pakistan.
The video, which CNN said it has not examined, shows Bergdahl suffering the effects of five years in captivity.
The video, the first of the soldier in nearly three years, is from Dec. 14.
The United States has negotiated for his release, but all efforts to free him have failed, the broadcaster said
"Sgt. Bowe Bergdahl has been gone far too long, and we continue to call for and work toward his safe and immediate release," a Pentagon spokesman said.
His family received a letter from him last year through the Red Cross. Family members issued a statement in response to the video.
"As we have done so many times over the past 4 1/2 years, we request his captors to release him safely so that our only son can be reunited with his mother and father," the statement said. "Bowe -- If you see this, continue to remain strong through patience. Your endurance will carry you to the finish line. Breathe!"
The United States said in May 2012 it was engaged in talks with the Taliban to free Bergdahl. Later that year, CNN reported, the White House said it was willing to send five Taliban prisoners to Qatar in exchange for Bergdahl.