The audio message, posted on Friday, was accompanied by around five minutes of video showing a still image of bin Laden, SITE said, noting that English- and German-language subtitled versions of the video were posted.
Bin Laden threatened that al-Qaeda would retaliate "from the oppressor on behalf of the oppressed," the monitoring service added.
"If today Europe is suffering the travails of the economic crisis, and the heart of Europe is no longer number one in world exports, and America is reeling from the haemorrhage caused by the economic war, then how do think you will fare after America pulls out?" it quoted bin Laden as asking.
The release of the message comes two days before Sunday's German general election.
In the past week three German-language videos by suspected al-Qaeda members have surfaced in what the German government said on Friday marks an "abstract threat" against the country.
Bin Laden's last message was addressed to the people of the US and was posted a few days after the eighth anniversary of the September 11, 2001, attacks.