If it has no line ouput, a headphone output will also be a good option.
If it only has loudspeaker level output, you need to reduce the output level first.
Don't know if your video capture device will be a smart option, because you have to rip the audio part of the video captured file, a cheap USB audio interface (dongle) will speed up your workflow, and will give better quality.
If the player can operate on battery,that would be handy, in case you hear mains hum in the sound, otherwise try to shortout ground loops if needed.
Last edited by Eric-Jan; 09-07-2018 at 03:24 PM.