A video circulating online, also broadcast by Qatar-based Al-Jazeera television, shows the sheikh seated in an armchair warning that he was “afraid something could happen to me that will be blamed on Qatar”.
“I am now in Abu Dhabi, where I was a guest of (UAE crown prince) Sheikh Mohammed” bin Zayed al-Nahyan, he said.
“That is no longer the case. I am now detained,” Sheikh Abdullah said.
“I want to make clear that the people of Qatar are innocent,” the sheikh said. “Sheikh Mohammed bears full responsibility for anything that happens to me.”
The video could not be immediately authenticated, while Emirati officials were not immediately available for comment.
Saudi Arabia, the UAE, Egypt and Bahrain severed diplomatic and trade ties with Qatar in June over allegations Doha supported Islamist extremists and had close ties to regional rival Iran.
Doha denies the accusations.
In August, Sheikh Abdullah met powerful Saudi Crown Prince Mohammed bin Salman to mediate on reopening a land border to allow Qatari pilgrims to perform the annual Muslim pilgrimage to the Saudi city of Mecca.
It was the first public high-level encounter between the two nations since the diplomatic crisis erupted.
Doha was quick to point out that he was in Saudi Arabia on a personal mission and did not represent the government.
Sheikh Abdullah belongs to a branch of the Al-Thani royal family that has seen its power eroded but is still well-connected in the Gulf.
(Except for the headline, this story has not been edited by NDTV staff and is published from a syndicated feed.)