Is the video available to you? Can you see the video?
There are so many videos on Facebook which are not available for public viewing. Those video's privacy setting has been set to 'Private'. Private videos can be seen by either the owner or those with whom video's owner have shared it or allowed them for viewing. Generally this private video feature is useful in protecting the privacy of the user. Due to the private nature of the video, these cannot be downloaded simply via URL of the video, rather it require the source code of the video page or changing the privacy setting of the video.
Depending upon the following conditions, different mehtod will be involved to download the video:
Are you the owner of the video?
If yes then you can make the video 'public' by changing it's privacy setting from Private → Public. Learn more here about changing the privacy settings of the video.
After changing the privacy setting to 'Public', you can simply download video by pasting the video URL here.
If you don't want to change the privacy settings then still you can download video by following the second method.
Can you see the video? Is the video of your friend's? Is the video shared with you?
If the answer to above question is YES then you can download the video by following below method. (It is the same method which have been explained on the top of this page):
Learn more here about Downloading the Private Facebook Videos Online