The 45-year-old, who was pictured in handcuffs, is believed to have been captured by Russian troops while helping refugees to flee the fighting near to the city of Zaporizhzhia last week.
In the video, also being shown on YouTube, he accuses the media in Britain of "lying" and he also denounces Boris Johnson's Government as "corrupt with the newspapers."
Paul, who was detained at a checkpoint with another Briton Dylan Healey, said he had travelled to Ukraine to see for himself if the refugee crisis "was as bad as the news said."
And he went on: "I don't believe the news in England."
After watching the video, Paul's family issued a statement saying they believed he was speaking under duress.
His mother Linda said at her home in Leyland: "I have watched the interview on Russian TV of my son. This is physically my son, but he is not acting in his natural way.
"His words are too matter-of-fact and his facial expressions make me not believe what he is saying.
"I know my son like any mother and this is not him acting naturally."
The Russian military have said they believe Paul is a mercenary. According to a prosecutor in Moscow the maximum penalty for being a mercenary is the death sentence.
In the video Paul says he had previously been in Iraq and Afghanistan as a volunteer, as well as Libya "to help the revolution."
He said he had been at a checkpoint in Ukraine and had seen the aftermath of a bridge being destroyed.
He said: "I noticed that that was not a Russian strike on the bridge, it was blown up from . . . beneath it.
"So I took some pictures . . of it to show evidence that the media in England is lying. It is not truthful.
"And the only way for me as an English national to do that is with Al Jazeera (TV) because the British Government . . . they are corrupt with the newspapers.
"So Al Jazeera would be who I would have uploaded those photos to and I would have said this was not a Russian strike."