The video came to light several days ago, said one senior defense official. Another official said that Bergdahl appeared in poorer health than previous videos, showing the signs of his nearly five years in captivity.
Bergdahl, who is from Idaho, was taken prisoner in Afghanistan on June 30, 2009. It is believed he is being held somewhere in Pakistan.
The Taliban have said they would free him in exchange for several of their most senior operatives who are being detained at the U.S. detention facility in Guantanamo Bay, Cuba.
In a statement, Bergdahl's family said that they learned Wednesday about the video.
"Naturally, this is very important to us and our resolve to continue our efforts to bring Bowe home as soon as possible," the statement said. "As we have done so many times over the past four and a half years, we request his captors to release him safely so that our only son can be reunited with his mother and father. Bowe - If (you) see this, continue to remain strong through patience. Your endurance will carry you to the finish line. Breathe!"
The officials were not authorized to publicly discuss the matter and spoke on condition of anonymity.