The 42-minute video is Zawahiri's first release in three months, and confirms that Abu Yahya al-Libi was killed in a drone strike in Pakistan's Waziristan tribal area on June 4, according to SITE and IntelCenter.
Libi was considered al Qaeda's global propaganda mastermind and his death dealt the biggest blow to the group since the killing of Osama bin Laden by US special forces in May 2011.
"With the martyrdom of Sheikh Abu Yahya, may Allah have mercy on him, people will flock even more to his writings and call, Allah willing," Zawahiri says in Arabic, according to a SITE translation.
The video was posted on jihadist forums on Monday, the US monitors said, and the translated text does not directly address the 9/11 anniversary.
Zawahiri does single out US President Barack Obama for being a "liar" who was elected to "trick" Muslims around the world, but who nevertheless is "being defeated in Afghanistan".
He also mentions Warren Weinstein, an elderly US aid worker kidnapped in Pakistan by al Qaeda just over a year ago, vowing to keep him in captivity until US-led forces release Qaeda followers held in Afghanistan.
Entitled The Lion of Knowledge and Jihad: Martyrdom of al-Sheikh Abu Yahya al-Libi, the video is Zawahiri's 13th statement in 2012. His videos are often released in Urdu and Pashto.
A theologian who rose to prominence in 2005 when he escaped US custody in Afghanistan, Libi became a major motivational figure for al Qaeda followers.
A video featuring him was released by al Qaeda a week after his death.
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All the terrorists are killed by drone attacks but we still resist them! What a strange logic?
Zawahiri should also be taken out to destroy Al-Qaida
US firmly believes that the Al Qaida chief is hiding in Pakistan which is quite likely otherwise US would have located him in any other country and killed him as well. It is in Pakistan's interest to help US in locating him and get rid of this most dangerous terrorist who might incite Taleban and others to take over the country.
Perfect timing by the CIA! Another feather in the cap of USA ! The AlQaeda operation run by CIA is one of the longest running and most successful secret operations in the history of Mankind.