"We appeal to the president to help us bring our father home. He is the only one earning money for us," Julysis de la Cruz, one of the eight children of the abducted Angelo de la Cruz said on Wednesday.
"They are crying and praying for the safety of their father," he said of his brothers and sisters.
Members of the armed group holding Angelo had in a video on Wednesday threatened to kill him unless Philippines pulled its largely symbolic force of around 50 humanitarian workers out of Iraq within 72 hours.
De la Cruz's family said Angelo, 46, had gone to Saudi Arabia a year ago to work as a trailer driver, after being unemployed for five months. The next time they saw him was a on the video broadcast by Aljazeera, dressed in an orange jumpsuit and kneeling before his armed captors.
"Last night, we saw our father on TV and we were shocked of course," said his eldest daughter, Judith de la Cruz.
Shortly after Angelo was threatened with beheading by his captors, Philippines President Gloria Macapagal Arroyo banned Filipino citizens from going to Iraq.
She has also dispatched her top Middle East envoy, former general Roy Cimatu, to Baghdad to contact the captors of Angelo.
The Philippines, a major recipient of US military aid, sent its team last year to assist in Iraq's reconstruction.
At least 4,000 Filipino citizens are working in Iraq as well, many employed by contractors and working in US military bases.
About eight million Filipinos work overseas, many driven to leave because of unemployment at home.