“I’m in Africa,” Wagner chief Yevgeny Prigozhin says in a bombshell video that has emerged days after the Russian’s death in a mystery plane crash.

Mr Prigozhin died after a private Embraer jet with him on its passenger list crashed on its way to St Petersburg on August 23.

A private funeral was held for the Russian mercenary chief at a cemetery on the outskirts of St Petersburg this week, six days after he apparently died, along with nine others, in the crash.

On Wednesday, pro-Wagner PMC Telegram channel Grey Zone published the footage that purports to show Mr Prigozhin claiming to be in Africa shortly before his death.

It is unclear when or where the video was shot, although it seems to be from just days before his mystery plane crash.

Mr Prigozhin seems unbothered about his safety and well-being, and tells his audience from a moving vehicle that he is doing fine. He even jokes about death threats.

“For everyone discussing whether I’m alive or not and how I’m doing. It’s currently a weekend in the second half of August 2023,” he says.

“I’m in Africa, so for those who like to speculate about my elimination, my private life, my work there, or anything else: Everything’s fine, as a matter of fact.”

None of the footage – including locations or dates – has been verified. But Mr Prigozhin’s clothing resembles what he wore in the only other recent video where he was said to be in Africa. That footage surfaced on August 21.

The video came just a day after the Kremlin said investigators were considering the possibility that the plane carrying the mercenary chief was downed on purpose, the first explicit acknowledgement that he may have been assassinated.

“It is obvious that different versions are being considered, including the version – you know what we are talking about – let’s say, a deliberate atrocity,” Kremlin spokesman Dmitry Peskov said on Thursday (AEST).

Asked if the International Civil Aviation Organisation would investigate the crash, Mr Peskov said that the circumstances made it different. But he said investigators were yet to make any formal conclusions.

“Let’s wait for the results of our Russian investigation,” Mr Peskov said.

The Embraer jet on which Mr Prigozhin was travelling to St Petersburg from Moscow crashed north of the capital, killing all 10 people on board. Among them were two other top Wagner figures, Mr Prigozhin’s four bodyguards and a crew of three.

Villagers near the scene told Reuters they heard a bang and then saw the jet plummet to the ground. The exact cause of the crash remains uncertain.

But it came exactly two months after Mr Prigozhin took control of the southern Russian city of Rostov in late June, the opening salvo of a mutiny which shook the foundations of President Vladimir Putin’s government.

The day after the crash, Mr Putin sent his condolences to the families of those killed and said he had known Mr Prigozhin for a very long time, since the chaotic years of the early 1990s.

“He was a man with a difficult fate, and he made serious mistakes in life,” Mr Putin said, while describing the Wagner boss as a talented businessman.

The Kremlin has rejected as an “absolute lie” the suggestion by some foreign politicians and commentators that Mr Putin ordered Mr Prigozhin to be killed in revenge for June’s uprising.

US President Joe Biden has said he was not surprised by the death and that not much happened in Russia that Mr Putin was not behind.

After Mr Prigozhin’s death, Mr Putin ordered Wagner fighters to sign an oath of allegiance to the Russian state – a step Mr Prigozhin had opposed due to his anger at the defence ministry that he said risked losing the Ukraine war.

-with AAP