A Pakistan-born American who has admitted to trying to set off a car bomb in Times Square said in a video taped before the failed attack it was to avenge the US war in Afghanistan.

"This attack on the United States will also be a revenge attack for all the mujahideen," a man purported to be Faisal Shahzad said on the video aired by Al Arabiya television.

"Eight years have passed since the Afghanistan war and you shall see how the Muslim war has just begun and how Islam will spread across the world," the man said.

The man, wearing traditional tribal clothes and sitting with an assault rifle, praised as martyrs dead Pakistani Taliban leader Baitullah Mehsud and Iraq-based al Qaeda leader Abu Musab al-Zarqawi, who was killed in 2006, in the video which resembled footage made by suicide bombers.

Shahzad, who was arrested before he could leave the United States, has pleaded guilty to attempting to set off a car bomb in New York's Times Square in May.