A spokesman for the militants - said to be speaking by telephone from the gas complex at In Amenas - told the ANI news agency in neighbouring Mauritania the hostages were being moved in oil company vehicles to another part of the site when the air attack happened.
Earlier, one hostage, identified as a Briton, was quoted calling for negotiations to "spare any loss of life". He said: "We are receiving care and good treatment from the kidnappers. The (Algerian) army did not withdraw and they are firing at the camp."
Another hostage said they were being forced to wear explosive belts and the heavily armed gunmen were threatening to blow up the base if the Algerian army stormed it.
Speaking before the latest reports emerged, Scotland's First Minister Alex Salmond told MSPs that a number of Scots were among those being held.
Prime Minister David Cameron's spokesman, also speaking earlier, said the situation was "very serious and dangerous" but the Government was "working through" the Algerians and BP, which part-controls the facility that was stormed. "Our focus is on working through the Algerian government and the company," the Downing Street spokesman said.