He also sharply attacked Fatah and accused it of treason.
In the past, al-Zawahiri has criticised Hamas for joining the political process and forming a unity government with Fatah.
In his latest tape, he urged them to unite.
"I call on my Mujahidin brethrens in Hamas and the rest of Islamic nation in Palestine who are facing the missiles of Jews by their chests and the stabbings of Fatah spies in their back, to be steadfast on the right descended by the Almighty God.
"Your leadership has abandoned the rule of Sharia and agreed to democracy.
"Has that brought you benefit? Has the Israeli aggression stopped? Has economic blockade been lifted?
"It is a crusader and Zionist plot to abort the resistance and come up with a fragile solution to Palestine's tragedy.
"If the Americans were honest enough to give the Palestinians anything, they should have given it to Arafat [Yasser Arafat, the late Palestinian leader] who relinquished everything and then was killed."
Al-Qaeda's deputy called on armed factions in Iraq to unify and discard division.
"To our beloved in Iraq I say that the most crucial thing Iraqis have to realise is unity, as it gives access to victory and a matter that must not be ignored," he said.
"They have to unite, and deeply and sincerely study the way to achieve unity."