He managed to escape during a bloody battle between the Algerian Army and the kidnappers.
Unconfirmed reports suggest further Britons may be among dozens killed.
US Secretary of State, Hilary Clinton, says terrorism is a constant threat in the region.
"Situation is still ongoing"
The British Foreign Office says the situation is still ongoing, where around 35 people are still being held hostage.
Algerian forces moved into a gas plant to try to recover captives being held by extremists, although it's understood some of the foreigners have been killed.
Sky's Special Correspondent Alex Crawford is in the capital Bamako, in neighbouring Mali - she says Algerian authorities are being cautious: