In a four-page statement, the terror group said bin Laden recorded the audio message a week before his death which will be released "soon", according to the US monitoring group SITE.
Al-Qaeda, in its first statement after the killing of of bin Laden on May 2, confirmed the dreaded terrorist's death and vowed more attacks on the US and Europe.
Bin Laden''s death will be "a curse that chases the Americans and their agents, and goes after them inside and outside their countries," it said.
54-year-old bin Laden, the world's most wanted terrorist, was killed in a secret operation by special US forces in Abbottabad near Islamabad.
Al-Qaeda warned that bin Laden''s blood would not be "wasted" and attacks on the US and its allies would continue.
"America and those who live in America will never enjoy security until our people in Palestine enjoy it," the statement said.