The Taliban said Thursday they have no knowledge of Ayman al-Zawahiri's presence in Afghanistan, two days after US President Joe Biden announced the Al-Qaeda chief's killing by a drone strike in Kabul.

"The leadership of the Islamic Emirate of Afghanistan has instructed the intelligence agencies to hold a comprehensive and serious investigation," said an official statement -- the Taliban's first mention of Zawahiri's name since Biden's announcement.

Zawahiri's assassination is the biggest blow to Al-Qaeda since US special forces killed Osama bin Laden in 2011, and calls into question the Taliban's promise not to harbour militant groups.

The Taliban reiterated in their statement Thursday that there was "no threat" to any country from Afghanistan's soil.

In announcing Zawahiri's death Tuesday, Biden declared "justice had been delivered" to the families of victims of the 9/11 attacks on the US.