At times, Khadr - only 16 at the time of the interrogation - weeps uncontrollably and pulls at his hair in despair.
At one point, an interrogator tries to calm Khadr, who is clearly distraught, saying he needs to get a "bite to eat" and adding: "I understand this is stressful."
When Khadr complains his compatriots have not helped his case, an interrogator replies: "We can't do anything for you."
The video shows no beating or physical abuse of Khadr. But he is seen showing his interrogators wounds he claimed were sustained on being tortured.
In the video, Khadr is heard wailing at one point: "Kill me, Kill".
Moazzam Begg, who was held at Guantanamo Bay for three years before being released without charge, spoke to Al Jazeera about the time he spent with Khadr.
Begg said: "I first met Omar when he was first brought into a detention facility at Bagram in Afghanistan. The accusation was that he had killed an American soldier so he was treated terribly... dragged around... he was crying often.
"By the time he was in Guantanamo, in a sense, he would have been looking forward to getting out of the situation where he would have seen people killed and of course his own treatment.
"If you have seen that video it's quite evident either he is saying 'Help me, help me' or 'Kill me, kill me'.
"Evidently in the case of Omar and many other detainess they have been cruelly, inhumanely and degradingly treated but they have also been tortured to the point, in some cases... that two people in Bagram were killed."
Khadr, now 21, remains behind bars at Guantanamo. The video's release comes after Canadian media reported that government documents showed Khadr was forcibly deprived of sleep by his US captors in Guantanamo to soften him up for questioning.
Citing government files released by court order, Canadian media said Khadr was moved to a different cell every three hours to make him more amenable to talking in what US authorities described as their "frequent-flyer programme".
"At three-hour intervals he is moved to another cell block, thus denying him uninterrupted sleep and a continued change of neighbours," said the report from the foreign intelligence division of Canada's foreign affairs department, quoted by Canadian television and newspapers.
Khadr is the youngest detainee in the US "war on terror", accused of throwing a hand grenade that killed a US soldier in a clash in Afghanistan.
Khadr's mother and sister have publicly pleaded his innocence in Canada but another brother Abdullah is in a Toronto jail fighting extradition for conspiring to kill US forces in Afghanistan.
The father of the family Ahmed Said was an alleged al-Qaeda financier who died in a shootout with Pakistan forces in 2003 the same year another brother Abdurahman was released from Guantanamo.
Human rights groups have demanded Khadr be released because he was only 15 at the time of his capture.
But just last week the Canadian prime minister told reporters he would not ask the US government to repatriate him.
Khadr's lawyers say they hope the video will shame Canadian politicians into action.