The footage shows the aircraft heading towards the ground at high speed with the landing gear down, before catching fire on landing.
The airline said the plane made an “emergency landing” about 3 km (1.9 miles) from Aktau.
It took off from Azerbaijan’s capital Baku at 03:55 GMT on Wednesday and crashed at around 06:28, data from flight-tracking website Flightradar24 showed.
Russian media reports say the aircraft collided with a flock of birds before crashing, but this has not yet been confirmed.
Officials from the countries involved gave different figures for those on board and those who survived.
The airline said there were 62 passengers and 5 crew on board the Embraer 190, but other reports put the total number of survivors at 72. The reported number of survivors ranges between 28 and 32.
There were mostly citizens of Azerbaijan on the plane, but there were also passengers from Russia, Kazakhstan and Kyrgyzstan.