Writing in Peshawar-based jihadi magazine al-Qalam, Azhar said that an army prepared by him loves death.
"I have prepared an army that adores death. To uproot this army is not in the power of our enemies. God willing, this army will not let our enemies celebrate, nor occasion for anyone to miss my presence," he was quoted as saying by the Indian Express.
He also threatened Pakistan Prime Minister Nawaz Sharif over talks with India.
"The rulers of our country are sad that we have disturbed their friends. They wish to arise on the Day of Judgment to be judged as friends of (Prime Minister Narendra) Modi and (former Prime Minister) Atal Behari Vajpayee,"Azhar wrote.
Writing about action against mosques, seminaries and jihad will have adverse effect on the integrity of Pakistan.
Masood Azhar was freed along with two other terrorists in exchange for passengers of Indian Airlines flight IC814, hijacked from Kathmandu to Kandahar in 1999.