The Socceroos are the first nation competing at the showpiece tournament to make such a move.
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The video draws attention to Qatar's treatment of migrant workers and the LGBTQ+ community.
There were 16 players taking part, including ex-Arsenal and Brighton goalkeeper Mat Ryan.
"There are universal values that should define football. Values such as respect, dignity, trust and courage," skipper Ryan said in his section of the statement.
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"When we represent our nation, we aspire to embody these values."
Issues surrounding the Gulf state have been highlighted ever since the finals were awarded in 2010.
The Australia video features players Jackson Irvine, Bailey Wright, Jamie Maclaren, Nick D'Agostino, Craig Goodwin, Danny Vukovic, Andrew Redmayne, Mathew Leckie, Mitchell Duke, Mitch Langerak, Denis Genreau, Cameron Devlin, Adam Taggart, Kye Rowles and Alex Wilkinson, the president of union Professional Footballers Australia (PFA).
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"These migrant workers who have suffered are not just numbers, like the migrants that have shaped our country and our football," the players said.
"They possess the same courage and determination to build a better life.
"Addressing these issues is not easy. And we do not have all the answers.
"We stand with Fifpro, the Building and Wood Workers International and the International Trade Union Confederation, seeking to embed reforms and establish a lasting legacy in Qatar.
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"This must include establishing a migrant resource centre, effective remedy for those who have been denied their rights, and the decriminalisation of all same-sex relationships.
"These are the basic rights that should be afforded to all and will ensure continued progress in Qatar.
"This is how we can ensure a legacy that goes well beyond the final whistle of the 2022 FIFA World Cup."
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It comes as UK foreign secretary James Cleverly has been criticised for suggesting LGBT football fans should be 'respectful of the host nation' if they are heading to Qatar.
Cleverly urged fans to show 'a little bit of flex and compromise' and to 'respect the culture of your host nation', before Downing Street distanced itself from his comments.
Responding to the politician's comments on Twitter, Gary Lineker wrote: "Whatever you do, don't do anything Gay. Is that the message?"