"I think news has reached your ears through the media that I was seriously wounded ... I would like to assure you and assure Muslims that these are baseless rumours and that my wounds are minor," a voice on a tape attributed to al-Zarqawi said.
"I am now with the help of God enjoying good health among my brothers and my people in Iraq," it added.
The authenticity of the internet tape could not be immediately verified.
The audio tape followed internet postings by the group saying al-Zarqawi was in good health and was back leading operations in Iraq after being wounded.
The Sunday Times newspaper in London reported that al-Zarqawi was wounded three weeks ago when a US missile hit his convoy near the northwestern Iraqi city of al-Qaim.
Al-Zarqawi is an ally of al-Qaida leader bin Laden, and his fighters have reportedly claimed responsibility for most of the bloodiest attacks against US and Iraqi forces.