An Australian soccer coach kidnapped in Yemen has appeared in a video recording saying his captors demand the Australian government pay a ransom in exchange for his release.

The video, released on the internet, featured the Australian hostage, identified as Craig Bruce McAllister, appealing to his government to pay the ransom and to facilitate his return to Australia.

In the 24-second video he appears unharmed and says he's been kidnapped by an unnamed group.

"I have been working as a football coach ... At the moment I am kidnapped by a group here," he says.

"They are requesting that the Australian government send the money they have requested.''

Foreign Minister Julie Bishop said on Wednesday her department was seeking to provide consular support to the man's family and was working hard to ascertain more information.

"We do understand that an Australian who has been in Yemen for some time has been kidnapped, but we don't know the details," she told Sky News.

Mr McAllister's family has requested privacy.

Mr McAllister's assistant, Abdullah al-Maghribi, told news agency EFE that his boss had been coaching under-16 players at al-Ahli Sanaa football club in the capital Sanaa for two years, and used to work as coach at al-Ahli Taiz in southern Yemen for four years.

Mr Maghribi added that the coach has been kidnapped by an Islamist group, without giving its name. Local media said he was kidnapped a month ago.

He begged the captors to release the 56-year-old Mr McAllister, who is working with a charitable Christian group devoted to humanitarian work in Asia and Europe.

A war has been raging in Yemen since March 2014, when Shiite rebels from the country's north, known as Houthis, backed by Iran as well as the party of former dictator Ali Abdullah Saleh and units of the Yemeni military loyal to him, took over the capital and forced the internationally recognised government into exile, prompting a Saudi-led coalition to join the fight.

A US warship was targeted by rebels last week.

Two unidentified Americans seized in Yemen were released last week.

AAP