The gang leader made his appeal in a sermon delivered Friday in the terrorist-held northern Iraqi city of Mosul.
"I am the wali (leader) who presides over you, though I am not the best of you, so if you see that I am right, assist me," he says in the video.
The authenticity of the video purportedly showing Baghdadi cannot be independently verified.
There were previously only two known photographs of Baghdadi.
According to reports, the video is the first ever official appearance by Baghdadi.
RA/SHI