Anhar Kochneva, 40, went missing Oct. 15 while traveling to the city of Homs, RIA Novosti reported Thursday.
In an Arabic-language video posted on Facebook, Kochneva said, "I implore the Ukrainian and Russian embassies, and the Syrian authorities to meet the demands of my captors."
She did not give any information about her captors or their ransom demands.
Kochneva had been covering the Syrian conflict for several media organizations. She is a known supporter of Syrian President Bashar Assad.
Ukrainian President Viktor Yanukovych has said the government must act with urgency to free the journalist. The Russian Embassy in Damascus says it is working with Ukrainian Embassy and local authorities to locate here.
Three other journalists have gone missing in Syria since August.