The 90-minute clip could not be independently verified, but the message bore the logo of the al-Qaeda's media arm, al-Sahab, and appeared on websites linked to the organisation.
Al-Sahab had announced in December that al-Zawahiri would take questions from the public posted on websites and would respond "as soon as possible".
Bin Laden 'healthy'
Al-Zawahiri also addressed the issue of al-Qaeda's founder, saying "Sheik Osama bin Laden is healthy and well, by the grace of Allah".
"The prejudiced ones always try to spread false information about him being ill, but even if Osama bin Laden doesn't become ill, he must die one day, whereas Allah's religion will remain until Allah inherits the Earth and everything on it," he said.
An Algerian medical student had asked about the December suicide attacks on UN offices in Algiers in which at least 41 people died, including 18 UN employees, three of them foreign nationals.
"I want al-Zawahiri to answer me about those who kill the people in Algeria. What is the legal evidence for killing the innocents?" the student had asked.
Al-Zawahiri said those who died in Algeria were not innocent.
"Rather, according to the communique from the brothers in al-Qaeda in the Islamic Maghreb, they are from the Crusader unbelievers and the government troops who defend them."
Al-Qaeda's ideological chief denied that the group was responsible for the loss of innocent lives.
"We haven't killed the innocents, not in Baghdad, nor in Morocco, nor in Algeria, nor anywhere else," he said.
"And if there is any innocent who was killed in the mujahidin's operations, then it was either an unintentional error or out of necessity," he said.
He accused the UN of practising double standards.
The UN agreed to the presence of "crusaders" in Afghanistan and Iraq and had approved the separation of East Timor from Indonesia, he said, yet "it doesn't recognise that [right] for Chechnya, nor for all the Muslim Caucasus, nor for Kashmir, nor for Ceuta and Melilla, nor for Bosnia" he said.
He went on to say that it was al-Qaeda's opponents who killed innocent people, saying "the enemy intentionally takes up positions in the midst of the Muslims for them to be human shields for him".
The audio message, which was accompanied by a 46-page English transcript, focused mainly on future al-Qaeda efforts elsewhere in the region, particularly Egypt.
Al-Zawahiri reassured many of the questioners, who seemed worried about the direction of the organisation, that the global jihad was on track and would soon expand elsewhere.
"I expect the jihadi influence to spread after the Americans' exit from Iraq, and to move towards Jerusalem," he said to those asking when attacks on Israel would take place.
He also predicted the end of the Saudi state, which is "swimming against the tide of history" and the government of his native Egypt, which he called a "corrupt, rotten regime [that] cannot possibly continue".
"The days will reveal to you what you didn't know, and news will come to you from those who didn't have it," he said quoting an Arabic proverb, about when the jihad would begin again in Egypt, and counselled patience.