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1 year old"For those who are discussing whether I am alive or not... everything's OK," he says in the short clip on Telegram.
The Russian mercenary leader was buried at a funeral in St Petersburg on Tuesday, according to his press team.
Prigozhin and nine others were killed in the crash near Moscow on 23 August, which led to frenzied speculation.
The Wagner boss was described by many as a "dead man walking" after he led a failed mutiny in June, during which his fighters took control of a Russian city and marched towards Moscow.
The White House has suggested that Russian authorities could be behind his death, although the Kremlin has dismissed any suggestion of its involvement as a "complete lie".
Wagner-linked Telegram channel Grey Zone, which published the new video on Thursday, said the jet had been shot down by the Russian military - although it provided no evidence to support this claim.
In the short clip, less than 30 seconds long, Prigozhin said: "For those who are discussing whether I'm alive or not, how I'm doing - right now it's the weekend, second half of August 2023, I'm in Africa.
"So for people who like to discuss wiping me out, or my private life, how much I earn or whatever else - everything's OK."
The so-called "weekend" reference in the video, on "the second half of August", suggests the video could have been recorded on 19 or 20 August.
Recorded in a moving vehicle, the video shows Prigozhin wearing camouflage clothes and a hat similar to what he wore in a video published by Grey Zone on 21 August, in which he also suggested he was in Africa.
The BBC has not been able to verify the locations or the dates of either video.
Prigozhin was once a close ally of Russian President Vladimir Putin. But as Russia's invasion of Ukraine faltered, he became a frequent critic of his country's military leadership, if not the president himself.
Mr Putin described the attempted mutiny in June as a "stab in the back", but appeared to have signed off on a deal that saw Prigozhin avoid charges and Wagner fighters move to Belarus or join the regular Russian military.
However, many experts were doubtful that Prigozhin would be allowed to get away with such a brazen challenge to the Kremlin.
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