"There is no evidence or information in this regard. We have no reliable information," told the AFP news agency on Saturday.
CBS said the July 29 letter, written by Baitullah Mehsud, a Pakistani Taliban leader, carried his seal and signature, saying Zawahiri was in "severe pain" and his "injuries are infected".
Mehsud has been accused by US intelligence agencies of having ties to al-Qaeda.
Pakistan's Taliban movement on Saturday denied CBS' report.
"Zawahri has been killed by them several times. But once again this claim is wrong," Maulvi Omar, a spokesman for Pakistan's pro-Taliban fighters, said.
"This is totally baseless. The claim is rubbish, there is no truth in this."
"Baitullah did not write any letter to anybody. He never asked for any help or assistance," Omar said, referring to Mehsud.
Pakistani officials have previously said that a July 28 missile strike in the South Waziristan tribal area killed al-Qaeda's senior chemical and biological weapons expert, Midhat Mursi al-Sayid Umar.
A US-based terrorism monitoring group, IntelCenter, said on Friday that it was "aware of and has been monitoring for a few days now reports that al-Qaeda's Ayman al-Zawahiri has been killed or severely injured in the strike".
It said that if al-Zawahiri was dead, al-Qaeda would be expected to release the news "with a fair amount of speed either in a video and/or written statement".
In January, 2006, CIA-operated drone Predator planes fired missiles at a house in Damadola, a village in Bajaur, Pakistan, in the belief that al-Zawahri was visiting. He was not but at least 18 villagers were killed.
In his last audio-tape, released on June 4, al-Zawahri urged Palestinians to step up suicide and rocket attacks on Israel.