Ayman al-Zawahiri, Al-Qaeda's long-time number two, has threatened in a video eulogy to Osama bin Laden to pursue his late leader's jihad against the West, SITE Intelligence Group reported Wednesday.

"We will pursue the jihad until we expel the invaders from Muslim lands," he was quoted as saying in a eulogy for bin Laden who was killed in a US raid in Pakistan on May 2.

"The man who terrified America in his life will continue to terrify it after his death," he added in the video message titled "The Noble Knight Dismounted," which SITE said was posted on jihadist online forums on Wednesday.