IntelCenter said the quality of the 36-minute video was good and has an English-language narration in parts. It also showed images of prisoners in US custody being abused.
A statement read by Zabihullah Mujahid, a Taliban spokesman, appears at the end of the video and renews demands for a "limited number of prisoners" to be exchanged for Bergdahl. The statement adds that more American troops could be captured.
Five month mission
Bergdahl, who was serving with a unit based in Fort Richardson, Alaska, was 23 when he vanished just five months after arriving in Afghanistan.
|Bergdahl was captured in Paktika just five months after arriving in Afghanistan [AFP]
He was serving at a base in Paktika province near the border with Pakistan in an area known to be a Taliban stronghold.
On Friday, Nato said a joint Afghan-international force killed several Taliban fighters in Paktika while searching for a commander of the Jalaluddin Haqqani network that they link to al-Qaeda.
US military teams have searched for Bergdahl, but it is not publicly known whether he is even being held in Afghanistan or neighbouring Pakistan.