In it, he is shown stealthily stencilling and spraying paint to create the artwork, Create Escape.
The footage shows him creating the painting, and parodies the cult instructional videos of the late US artist, Bob Ross.
It opens with a clip of Ross saying: "Hello, I'm Bob Ross. I'd like to welcome you to the joy of painting.
"Got all your materials out, ready to do a fantastic painting with me? Good."
The action then switches to Banksy at work while a soundtrack of friendly advice from Ross plays over the top.
Members of the public pause to look at an artwork by street artist Banksy on the side of Reading Prison. AFP
The Ministry of Justice, the owner of the listed building, is to decide this month whether to turn it into an arts venue – it closed as a prison in 2013.
The campaign to turn the former prison into an arts venue has the backing of actors including Judi Dench, Stephen Fry and Kenneth Branagh.
A spokesman for Reading Borough Council said it was “thrilled that Banksy appears to have thrown his support behind the council’s desire to transform the vacant Reading Gaol into a beacon of arts, heritage and culture with this piece of artwork".
“The council is pushing the Ministry of Justice, [which] owns the site, to make suitable arrangements to protect the image."
People take pictures of a new Banksy artwork in Islington, London, in March 2024. Getty Images
A work by Banksy is removed in Peckham, south-east London, in December 2023. Getty Images
Graffiti created by British artist Banksy under a protective screen on the damaged wall of a residential building in Irpin, Ukraine in April 2023. Getty Images
An artwork painted on the side of a property in Herne Bay, Kent in March 2023. PA
The artwork by street artist Banksy, titled 'Valentine's Day Mascara' on the side of a building in Margate, Kent in February 2023. PA
A Reveller walks by a graffiti attributed to Banksy as he arrives at Worthy Farm in Somerset during the Glastonbury Festival in June 2022. Reuters
A Banksy artwork in Nottingham in October 2020. Reuters
Show me the Monet by Banksy at Sotheby's Galleries in London in October 2020. AFP
Banksy's Sunflowers From Petrol Station, inspired by Vincent van Gogh. PA
Banksy captioned the photo of this work Game Changer. Photo: Instagram
A customised stab-proof vest by street artist Banksy at the Design Museum in London. EPA
A Banksy stencil posted on Instagram in June 2020, with a caption asking 'What should we do with the empty plinth in the middle of Bristol?' Photo: Instagram
A Banksy piece inspired by the death of George Floyd and subsequent Black Lives Matter protests. Photo: Instagram
Girl with a Pierced Eardrum, in Bristol. Getty
Banksy released a new piece in his bathroom as he worked from home during the Covid-19 pandemic in March 2020. Photo: Instagram
A Valentine's Day piece by Banksy appeared in Bristol in February 2020. Reuters
A Christmas mural by Banksy in Birmingham, December 2019. The piece made a statement about homelessness. Reuters
Banksy's pop-up shop called Gross Domestic Product in Croydon, London in 2019. AFP
A view of Banksy's migrant child mural, half-submerged in high water in Venice, November 2019. EPA
Devolved Parliament at Sotheby's auction house in London, featuring chimpanzees as MPs in the House of Commons. EPA
A Banksy artwork in Marble Arch, London, at the site of an Extinction Rebellion protest camp. EPA
Love is in the Bin at the Frieder Burda Museum in Baden-Baden, Germany. EPA
There is Always Hope. EPA
Season's Greetings (2018) was painted on a garage in Port Talbot, Wales. Getty
Part of the unauthorised exhibition entitled Banksy, Genius or Vandal? in Madrid, December 2018. EPA
A piece by Banksy, acquired by actor Robin Williams, was among auction items on display in Los Angeles, September 2018. EPA
A Brexit-inspired mural by Banksy in Dover, south-east England. EPA
A veiled woman in mourning beside the Bataclan concert venue in Paris where 90 people where killed by terrorists in November 2015. EPA
An artwork attributed to Banksy showing Napoleon's horse rearing, in Paris, June 2018. EPA
A mural depicting a rat on a popped champagne cork, in Paris, June 2018. EPA
A rat in the inner portion of a clock in New York City, March 2018. EPA
A Banksy mural highlights the imprisonment of Turkish artist and journalist Zehra Dogan, on the Bowery, New York City in February 2019. EPA
A Banksy painting appeared on the first day of the 2017 Sundance Film Festival in Park City, Utah. EPA
Flying Copper on display in Berlin. EPA
The Bridge Farm Primary School where a new mural appeared during half term in Withchurch, England. The mural was a thanks to the school for naming a school wing after Banksy. EPA
The Son of a Migrant from Syria depicting Apple's Steve Jobs in the refugee camp called The Jungle in Calais, France. EPA
Dismaland, a temporary exhibition that opened at a derelict seafront lido in Weston-Super-Mare, England in 2015. Getty
Bomb Hugger after it was defaced in Hamburg, February 2015. EPA
Banksy appeared to comment on methods used by Britain's intelligence services with this piece in Cheltenham. EPA
The Twin Towers in Tribeca appeared in New York in 2013. EPA
A mural by Banksy in Queens, New York. EPA
Three years after Hurricane Katrina wrought havoc in the Gulf of Mexico, Banksy created some commemorative pieces in New Orleans, Louisiana. EPA
Another mural by Banksy in New Orleans. EPA
A Banksy in London, May 2008. EPA
A piece to mark Queen Elizabeth II's golden jubilee appeared on Clink Street, near London Bridge, in May 2002. EPA