The Taliban have not found the body of Ayman Al Zawahiri and are continuing investigations, the group's spokesman, Zabihullah Mujahid, said on Thursday.
The US said Al Qaeda's leader was killed in Kabul last month during a missile strike as he stood on a balcony at his hideout.
It was the biggest blow to the terrorist group since Osama bin Laden was shot dead more than a decade ago.
"The investigation into the killing of Ayman Al Zawahiri is still ongoing, which will be clarified after the investigation is completed," Mr Mujahid said.
Al Zawahiri, 71, was regarded as the intellectual force of Al Qaeda took over the group after US special forces assassinated bin Laden in a safe house in Pakistan in 2011.
As bin Laden’s long-serving deputy, he was said to have been involved in plotting numerous terrorist atrocities against the West, including the bombing of the American embassies in Kenya and Tanzania in 1998, the attack on the USS Cole in Yemen in 2000, the 9/11 attacks and the 2005 London bombings.
Al Zawahiri had been on the FBI's most-wanted terrorist list for conspiracy to murder US citizens and the US State Department offered a $25 million reward for information on his whereabouts.
For years, there were rumours of his death, but he appeared in April in a video praising an Indian Muslim student who wore a hijab to protest against a ban on the garment.