The disclosure came on Friday night, when a group of reporters including an AFP correspondent were on their way from Samarra to Balad, north of Baghdad, to look into the kidnapping of two Iraqi soldiers.
The AFP reporter said they were stopped at the entrance to Balad by armed men in a car demanding to know what they were doing in the area.
"When they found out we were journalists, they told us the female journalist and the person with her are in good health," the AFP correspondent said.
They did not identify the journalist in question, nor did they say whether they had seen her, give her whereabouts or any other details about her circumstances.
"They told us to go back where we came from, and they drove away in an easterly direction towards Balad," the correspondent added.
There has been no confirmed sighting of Aubenas, 43, a senior correspondent for the French daily Liberation, since she left her Baghdad hotel on Wednesday with her Iraqi translator, Husain Hanun al-Saadi.
Chirac has told reporters in Iraq
their safety cannot be assured
Both Liberation and the French authorities have said they were worried about her safety and on Friday French President Jacques Chirac warned journalists to stay out of Iraq saying their safety "cannot be ensured".
The new drama followed the four-month captivity of French reporters Georges Malbrunot of Le Figaro newspaper and Christian Chesnot of Radio France Internationale, who were released by their captors on 21 December.