Israeli authorities revealed in July that Tsurkov had been kidnapped, blaming pro-Iranian militants, after she had gone missing in Iraq in late March.
On Monday, Iraqi channel Al Rabiaa TV aired the first hostage video of Tsurkov known to the public since her kidnapping.
AFP was unable to independently verify the footage or determine whether her statement was coerced.
"The security services are still following the case of the disappearance of the Russian citizen in Baghdad and are sparing no effort to find any leads leading to the kidnapped person," said Husham al-Rikabi, a communications advisor to Iraq's prime minister.
"We hope soon (to find) leads or evidence that will lead the competent authorities to her," he told AFP.
In the video, Tsurkov mentioned the war between Israel and Hamas in the Gaza Strip which has been raging since the Palestinian militant group launched their October 7 attack.
Tsurkov said she had been detained for more than seven months, without identifying her captors or the location where she is held.
Her sister Emma Tsurkov said in a post on X, formerly Twitter, that it "is great news to see she is alive".
"The statement was clearly coerced, but we do note that she appears as well as can be expected... The release of this video is an important step in the effort to bring her back to us."
A doctoral student at Princeton University and fellow at the New Lines Institute for Strategy and Policy, Tsurkov said in the video she had worked for Israeli and US intelligence agencies in Syria and Iraq, and that there were no efforts towards freeing her.
The office of Israeli Prime Minister Benjamin Netanyahu in early July accused Iraq's powerful Kataeb Hezbollah of holding her, but the armed faction has implied it was not involved in her disappearance.
Tsurkov, who had likely entered Iraq on her Russian passport, had travelled to the country as part of her doctoral studies.
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