Levinson said he is not in very good health and has been running out of diabetes medication.
"I have been treated well," said Levinson, from Coral Springs, Florida. "But I need the help of the United States government to answer the requests of the group that has held me for three and a half years."
"Thirty-three years of service to the United States deserves something," said Levinson, who wore a white shirt and spoke with a gray wall in the backdrop. "Please help me."
In March, Secretary of State Hillary Clinton said that the United States had received indications that he was being held somewhere in southwest Asia, but the video marks the first publicly known evidence that Levinson is alive.
It is not clear where and when the video was shot. But there's an indication that the video possibly could have been recorded in late 2010 because Levinson went missing on Iran's Kish Island in March 2007 and said has been held for three and a half years.
Levinson's appearance is part of a longer video in which Levinson's son, David, and his wife, Chistine, make a plea to the captors. It is labeled "Bob Levinson Proof of Life Video."
Speaking on behalf of the Levinson family, David Levinson thanked the captors "for taking care of my father and for continuing to provide him with the care, the medical treatment he needs to stay alive."
Robert Levinson, who also has high blood pressure, looks "healthy" in the "video we received" and that "was a comfort to the family," David Levinson said.
David Levinson asked the captors to pass along their demands "so we can work together" to bring his father home.
"We are not part of any government and we are not experts on the region," said David Levinson.
"No one can help us but you. Please help us."
"We tried to contact you but you never responded," he said. "I am sending this message because we need to know what our family can do to bring him home," David Levinson said.
Describing his father as a "pillar of our family," David Levinson called his father "loving and caring" who "always worked hard to provide for his family." He has seven children and two grandchildren.
David Levinson said his mother has received messages from those holding her husband.
Clad in a scarf that indicated a sign of respect for the modesty required of Muslim women, Christine Levinson said, "All I want is for our family to be whole again."
"I'll continue to do everything I can to bring you home alive," she said, addressing her husband. "We love you. We miss you every day. We will not abandon you."
The former FBI agent-turned-security consultant was last heard from on March 8, 2007, when he checked into a Kish Island hotel and then checked out to return to the United States the next day.
Levinson's family said in 2010 that he was working as a private investigator in Dubai and may have been looking into a cigarette smuggling case.
The State Department has consistently denied Levinson was working for the U.S. government and has unsuccessfully pressed Tehran for information about his whereabouts.
Iranian authorities, meanwhile, have said repeatedly that they do not know what happened to him.
CNN previously reported that Levinson met with Dawud Salahuddin, an American fugitive who lives in Iran, shortly before his disappearance
Salahuddin, known in Iran as Hassan Abdulrahman, converted to Islam and was given refugee status in Iran after admitting to killing Ali Akbar Tabatabai, a former Iranian diplomat under the shah, in Maryland in 1980, he told CNN in a 2007 interview.
Salahuddin was detained by Iranian officials in plain clothes and taken to be interrogated about his Iranian passport in 2007, he said in the interview. When he was freed the next day, he said, he was told by officials that Levinson had returned to Dubai.
His story matches accounts that friends of Levinson's tell. They say Levinson feared he would be arrested after his meeting with Salahuddin.
In December 2007, Levinson's wife and other family members traveled to Iran and met with officials. Christine Levinson has said the Iranian government was polite and guaranteed her family's security on their trip but provided no details regarding her husband's whereabouts.
A year later, she flew to the United Nations to ask questions about her husband. Iranian President Mahmoud Ahmadinejad declined to meet her.
Robert Levinson retired from the FBI in 1997 and was not involved in intelligence matters with the bureau, officials have said. Levinson later became a principal at the consulting firm Business Integrity International.
Christine Levinson has said, "I just think he was in the wrong place at the wrong time."
Ed Hornick and Elise Labott contributed to this report