Foreign Minister Penny Wong is being urged by a Moscow-based group to support a "humanitarian" prisoner swap involving accused Russian spies Kira and Igor Korolev to help secure the "speedy" release of captured Australian fighter Oscar Jenkins.

Russia might continue detaining an Australian man to carry out a high-profile prisoner swap in the future, an expert says.

Australian officials believe Australian soldier Oscar Jenkins, who travelled to fight in defence of Ukraine, is alive and in Russian captivity, rather than dead as had been feared.

The Australian government has been told by Moscow that one of its citizens in Russian captivity is still alive. Oscar Jenkins, a 32-year-old teacher, was captured last year while fighting for Ukraine.

Australian Prime Minister Anthony Albanese said Wednesday Russia has reported Oscar Jenkins is alive and in custody. The Australian man went to Ukraine to fight against Russia's invasion and was feared dead.