Mr Jenkins is detained by Russian Armed Forces members and was alive after fighting for Ukraine, Russia's ambassador to Australia has told officials.
Foreign Minister Penny Wong said Australia had received the confirmation following fears he had been executed but serious concerns remain about his welfare.
Foreign Minister Penny Wong said Russia is obligated to treat Oscar Jenkins humanely. (Mick Tsikas/AAP PHOTOS)
"The Australian government has received confirmation from Russia that Oscar Jenkins is alive and in custody," she said in a statement on Wednesday.
"We have made clear to Russia in Canberra and in Moscow that Mr Jenkins is a prisoner of war and Russia is obligated to treat him in accordance with international humanitarian law, including humane treatment.
"If Russia does not provide Mr Jenkins the protections he is entitled to under international humanitarian law, our response will be unequivocal."
Russia's ambassador to Australia advised officials Mr Jenkins was in their custody on Russian territory and his health condition was "normal".
Senator Wong said she had also spoken with her Ukrainian counterpart and the International Committee of the Red Cross president.
Australia is working with Ukraine and the Red Cross to access Mr Jenkins and independently verify his welfare.
Ukrainian Ambassador Vasyl Myroshnychenko calls on Russia to provide proof that Oscar Jenkins lives. (Mick Tsikas/AAP PHOTOS)
Ukrainian ambassador to Australia Myroshnychenko said it was good news Mr Jenkins was alive.
But Russia's refusal to confirm his status for more than a month put his family, friends and Australians through anguish and was "typical of that barbarous regime", he said in a statement.
"We should strongly note that Russia is documented as killing and maltreating prisoners of war, as well as constantly lying on an industrial scale. It is a murderous misinformation machine that cannot be taken at its word alone.
"In line with international norms, Russia must therefore provide definitive video proof of Oscar being alive and, then more importantly, it should release him rather than use him as a human bargaining chip for its authoritarian aims."
The Department of Foreign Affairs is providing consular assistance to Mr Jenkins' family.
He is the first Australian combatant reportedly captured by Russian forces and his death would have marked the first for an Australian prisoner of war in more than 70 years.Â
Anthony Albanese said Russian authorities had told Australian officials Oscar Jenkins was alive. (Richard Wainwright/AAP PHOTOS)
Prime Minister Anthony Albanese said Russian authorities had told Australian officials Mr Jenkins was alive but he was reticent to offer official confirmation just prior to Senator Wong's statement.
"If that is the case it certainly would be welcome," he told ABC TV on Wednesday.
"It's something that we have demanded information on and we are demanding more information so that we can be certain that what has been suggested is, in fact, the case."
In a social media video circulated in December, Mr Jenkins was shown speaking a mix of broken Russian and English.
The Russian embassy in Canberra has been contacted for comment.
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