A member of the Russian private-security firm Wagner was captured earlier this month in central Mali, al-Qaeda's Sahel branch Jamaat Nusrat al-Islam wal-Muslimin (JNIM) says.
The group did not provide any video evidence of its claim and the BBC cannot independently verify it. There has been no comment from Russia.
In a statement released on 24 April via the group's channel on the decentralised platform RocketChat, JNIM said that the man was seized during the first week of April in a mountainous area of the Segou region.
The al-Qaeda group released the statement in Arabic, French and English.
The group began its statement by apologising for the lack of updates on its operation, blaming the delay on "the battle conditions".
Since it was formed in 2017, JNIM has been dogged by difficulties in releasing propaganda in a timely fashion. The last time it released a statement was in February.
The US and France say Mali has hired hundreds of mercenaries from the Wagner group to help in its fight against jihadist groups.
Mali says Russia has sent military instructors, along with equipment including combat helicopters.