The station said the four were held by an unnamed militant group. The authenticity of the tape could not be verified.
The tape showed the four seated on the ground in a room, with a blanket hung behind them. Two men -- their faces covered with scarves -- pointed guns at them.
The missing journalists, abducted Monday night near their Baghdad hotel, have been identified as reporter Marie Jeanne Ion, 32, and cameraman Sorin Dumitru Miscoci, 30, from Bucharest-based television station Prima TV, and Romania Libera reporter Ovidiu Ohanesian, 37.
In the video, a woman in the group wore a yellow headscarf. She spoke into a small microphone, but the station did not air the audio.
The station said no demands were made.
The missing journalists were taken hours after interviewing Iraq's interim Prime Minister Ayad Allawi. One used her cell phone to send a text message to her newsroom reading, "Help. This is not a joke. We've been kidnapped."
By: (AP) The Al-Jazeera satellite channel aired a tape Wednesday said to show three kidnapped Romanian journalists and a fourth unidentified person.