A three minute video released on Al Qaeda in the Islamic Maghreb (AQIM) social media accounts, shows Beatrice Stockly wearing a black hijab.
Speaking in French, Ms Stockly said she was in good health and has been treated well, although it has been very hot.
She stated the date in the video as May 17th 2016 and said she has been in captivity for 130 days.
She thanked her family and the Swiss government for attempting to secure her release.
Ms Stockly was abducted from her home in Timbuktu on 8th January.
She appears in another video by the AQIM released in February 2016 also wearing a black hijab.
A speaker in the video says: "Beatrice Stockly is a Swiss nun who declared war against Islam in her attempt to Christianise Muslims."
In exchange for her release, the AQIM has demanded the release of some Islamic fighters jailed Mali, and the release of one of their leaders, detained in the Hague, facing trial at the International Criminal Court.
The Swiss government has demanded her unconditional release.
Beatrice Stockley was first abducted in Timbuktu in April 2012 by Islamist fighters.
She refused to leave the city when it fell to the Ansar Dine extremist group.
After her initial release, the Swiss government warned her not to return to Mali.
Author: Megan Howe