|At least 965 people died in the stampede on Wednesday |
"The Al-Qaida organisation in Mesopotamia denies any implication in the events at (the mosque at) Kadhimiya, we have nothing whatsoever to do with it," said a statement posted on the internet and signed by Abu Maissara al-Iraki, head of the group's information department.
It was not possible to verify the authenticity of the statement.
At least 965 people died and 815 were injured on Wednesday in a stampede on a bridge in Baghdad provoked by rumours that one or more human bombers were among the pilgrims.
Iraqi President Jalal Talabani has accused "terrorists" of being responsible and several senior Iraqis have suggested Sunni fighters were to blame.
Al-Zarqawi, who has a price of $25 million on his head, has claimed responsibility for dozens of attacks in Iraq.