Zawahiri also slammed the Saudi royal family, accusing it of working with the United States and Israel against jihadists in the Palestinian territories, Afghanistan and Iraq.
He praised the three Bali bombers, saying "they knew the price of their action and they paid it with satisfaction.
"They faced a long journey of torture, imprisonment and oppression. They received the verdict joyfully," Zawahiri said in the 20-minute message made available by the US-based SITE Intelligence Group.
Zawahiri called the three "steadfast heroes" and warned of consequences. "I remind the crusaders that killing our brothers will only increase our determination to vex them and eventually drive them out of Muslim countries."
Indonesian Islamists Amrozi, his brother Mukhlas and ringleader Imam Samudra were executed by firing squad on November 9 for the attacks on packed nightspots on the holiday island of Bali which killed 202 people.
On the Saudi royal family, Zawahiri accused them of "working with the United States and Israel to undermine jihadist resistance in Palestine, Afghanistan and Iraq."
He described a Saudi-sponsored UN conference on religious tolerance last month as a "ridiculous farce" and "only another trick to negotiate and meet with the Israelis." -- Agence France-Presse - 12/1/2008 5:12 PM GMT