Al-Awlaki, who holds dual citizenship in the United States and Yemen, was recently added to the CIA intelligence agency's list of targets to be killed or captured.
Al-Wuhayshi criticised the decision of Barack Obama, the US president, to add al-Awlaki to the CIA list, saying it would "not benefit the security" of the American people.
"Do not worry about the sheikh, he is in safe hands," al-Wuhayshi said, referring to al-Awlaki.
The audiotape marked the first time al-Wuhayshi has acknowledged al-Awlaki, according to the US-based SITE monitoring group, which provided a translation of the audio recording.
Al-Awlaki rose to prominence last year after it emerged that he had communications with Major Nidal Hasan, a US army psychiatrist accused of opening fire on colleagues at Fort Hood, Texas, killing 13 people.
Al-Awlaki is currently believed to be in Yemen.
The White House confirmed in Aprilthat Obama had authorised the CIA to assassinate al-Awlaki.
The CIA and the US military both maintain lists of alleged terrorists subject to capture or killing - but it is extremely rare for American citizens to be added to those lists.
Al-Awlaki's family has sought to have his name removedfrom the list, offering a guarantee that al-Awlaki would stop issuing anti-American messages.
The cleric is also accused of having had ties to Umar Farouk Abdulmutallab, the Nigerian student accused of trying to blow up a Detroit-bound flight on December 25.
In his audiotape on Sunday, al-Wuhayshi praised Abdulmutallab for the attempt.
In a February interview with Al Jazeera, al-Awlaki acknowledged having taught Abdulmutallab, and said he approved of the failed bombing plot. Al-Awlaki also said he felt the Yemeni government would allow the US to kill him on Yemeni soil.
Earlier this week, AQAP claimed responsibilityfor an assassination attempt on Timothy Torlot, the British ambassador to Yemen.
A suicide bomber, Uthman Noman al-Salwi, tried to blow up the ambassador's convoy as he drove to work. Torlot was unharmed.
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