CBC News says it interviewed Aaron Yoon from a Mauritania prison where he says he has been held for the past two years.
The CBC broadcast excerpts of the interview Friday.
The man interviewed said he didn't know how the two Canadians killed in Algeria had become linked with militants, and the CBC says the man denied being involved in terrorist activities.
In the excerpts the CBC broadcast, the man also accused the Canadian government of doing nothing to help him.
The Canadian government has said it was aware a Canadian has been detained abroad.
Yoon travelled overseas with Ali Medlej and Xristos Katsiroubas, the two men whose bodies were found at the site of the Algerian gas plant siege.
All three men were from London, Ont.
RCMP were called in to help Algerian authorities with their investigation of the siege that killed at least 38 hostages and 27 other militants.
Police held a news conference this week saying investigators are continuing to gather evidence and determine the circumstances that led to Medlej and Katsiroubas departing Canada.
They have asked members of the public to contact them if they have any information about individuals leaving Canada to take part in terrorism plots.
Medlej and Katsiroubas are believed to have played key roles in the January attack.
Police have released no other details about the pair or about other potential suspects for fear it could end up compromising the investigation.
Also on HuffPost