Berghdal's parents have confirmed that the man in the video is their son.
Bergdahl, who is seen in just a few seconds of footage that includes a montage of past militant attacks and news events, nods occasionally as if acknowledging another speaker and often looks down at the ground.
According to IntelCenter, a U.S. think tank that tracks terrorists and obtained the video, a Taliban commander appears with Bergdahl in some of the footage.
It is not clear when the video was made.
Bergdahl, 24, has been held by the Taliban since June 30, 2009, when he disappeared in Paktika province in eastern Afghanistan.
The Associated Press contributed to this story.