"I appeal to Sweden's King Carl XVI Gustaf and Queen Silvia, His Holiness the Pope, world Christian parties and the Association of Iraqi Muslim Clerics ... to work towards freeing me," Minas al-Yusufi, said in a video aired on Thursday.
The leader of Iraq's Christian Democrats was snatched three weeks ago by the Martyr al-Isawy Brigades whose name was on a black banner behind him during the video released by fighters.
He returned to Iraq two years ago to re-establish the party after seeking asylum in Sweden 20 years ago.
Al-Yusufi's family back in Sweden, which is home to about 60,000 Iraqis, was shocked. "We're frightened about what could happen," his son Avin, one of al-Yusufi's five children, said at the family home in southern Sweden.
"It's shocking. You don't want to see your father in a situation like that," daughter Nalin said.
"If his name were Kalle Svensson it would have been on the cover of lots of Swedish newspapers today"
Swedish Christian Democrat politician
The family, and Swedish Christian Democrat politician Goran Hagglund, complained on Wednesday of the indifference shown by Sweden's leaders and media to al-Yusufi's fate, in contrast to the uproar in Italy over the kidnapping of a woman journalist.
"If his name were Kalle Svensson it would have been on the cover of lots of Swedish newspapers today," said Hagglund.
Pressuring the government
After Foreign Minister Laila Freivalds received the al-Yusufi family, the Swedish media began giving the story a much higher priority, with articles in all the main newspapers on Thursday.
Avin al-Yusufi hoped the video would "put pressure on the foreign ministry" to seek his father's release. "Until now they have not worked as hard as they should," he said.
The kidnappers want a $4 million ransom, a timetable for a pullout of US troops and their replacement by UN personnel.
Christians make up about 3% of Iraq's 72 million people. Several churches have been attacked during the fighting against the US-backed government.