"You must end the occupation, it's the only way we can get out of this situation," Sgrena said in the videotape, obtained on Wednesday by Associated Press Television News.
Rocking back and forth and struggling to hold back tears, Sgrena appeared alone in the brief footage, only her shadow visible on a white background behind her.
In the upper left corner of the image, the words "Mujahidin Without Borders" appeared in digital red Arabic script.
"I ask the Italian government, the Italian people struggling against the occupation, I ask my husband, please, help me," Sgrena said in French. "You must do all you can to end the occupation. I'm counting on you. You can help me."
Opposed to invasion
The 56-year-old reporter for the daily Il Manifesto, which opposed the US-led invasion of Iraq, was kidnapped on 4 February.
Conflicting claims about her case have appeared on websites. One said she had been killed, another said she would soon be released, and yet another said her fate depended on whether Italy would quickly withdraw troops from Iraq.
The Italian Foreign Ministry has said it has doubts about all the statements.
Nobody should come
In the APTN footage, Sgrena spoke in Italian and French. She appeared in good health, but looked tired and was clearly anxious, locking her fingers together and shaking her hands as if begging.
At one point, her eyes watering as she struggled to recite her message, she waved the camera to stop.
"Nobody should come to Iraq at this time," she said. "Not even journalists. Nobody."
More than 190 foreigners have been abducted in Iraq in the past year.
At least 13 remain in the hands of their captors, more than 30 were killed and the rest were freed or escaped.
Sgrena is at least the ninth Italian citizen seized in Iraq in recent months.