In the footage, which first appeared yesterday, the man gives his name as Craig McAllister while a rifle is seen pointed at his head.
He says his captors will kill him if their demands are not met. The man doesn't say who his captors are or specify their demands.
The Department of Foreign Affairs and Trade in Canberra, Australia, only said it was providing consular assistance to the family of an Australian man kidnapped in Yemen.
Yemeni security officials said McAllister was taken in early October in the capital, Sanaa, but that his captors remain unknown. They spoke on condition of anonymity because they are not authorized to talk to reporters.