The confirmation was posted on militant websites, signed by "the general leadership" of al Qaeda. The announcement opens the way for the group to name a successor to bin Laden. His deputy Ayman al-Zawahri is now the most prominent figure in the group and is a very likely contender to take his place.
The statement, which was dated May 3, was the first by the terror network since bin Laden was killed Monday by U.S. commandos in a raid on his hideout in Abbottabad, Pakistan. The statement's authenticity could not be independently confirmed, but it was posted on websites where the group traditionally puts out its messages.
"We stress that the blood of the holy warrior sheik, Osama bin Laden, God bless him, is precious to us and to all Muslims and will no go in vain," the statement said. "We will remain, God willing, a curse chasing the Americans and their agents, following them outside and inside their countries."
"Soon, God willing, their happiness will turn to sadness," it said, "their blood will be mingled with their tears."
Info from raid reveals plan to attack trains
Meantime, new intelligence taken from bin Laden's compound shows an al Qaeda attack may have been in the works targeting U.S. railways.
Authorities say al Qaeda planned to put obstacles on tracks and bridges as part of the attack plan, and Los Angeles was a focus.
"These guys want to attack Washington, New York or L.A., because the people they're trying to influence never heard of Sioux City or Des Moines," said Peter Bergen, a national security expert.
"Of course it worries me. It makes me scared to kind of ride the trains," said Compton resident Maurice Thomas.
The intelligence comes from inside bin Laden's compound, which was full of computers, flash drives and papers.
"What you want to find first and fastest is any indication of threats, plots, actively underway," said former CIA Deputy Director John McLaughlin.
A potential date for the railway attack was Sept. 11 to mark 10 years since the Twin Towers fell. However, security officials say the planning was preliminary and there is no specific threat.
"It's a heads up. It's a warning. I don't think it's necessarily actionable," said former Homeland Security Secretary Tom Ridge.
Some Los Angeles train commuters, though, said they're not worried.
"We're pretty safe here. Army and all that stuff keep us safe, nothing to worry about," said Reseda resident Brian Zavalza.
Bin Laden's life inside the compound
More information is coming out about how bin Laden lived inside the compound where he was killed.
Three of bin Laden's wives and at least eight of his children were taken into custody following the deadly raid.
The women are currently being interrogated. Authorities are hoping to extract information about the inner-workings of al Qaeda.
According to one of the wives, bin Laden confined himself to two rooms in the compound for the past five years. Also, at least one of the wives never left the upper floors of the house in nearly six years.
U.S., Pakistan relations strained
Military and intelligence relations between the U.S. and Pakistan were strained even before Monday's raid, and have become more so afterward. There is also anger among Pakistanis over the raid, which many see as a violation of their country's sovereignty.
Such strikes as the one that killed bin Laden were routine last year, but their frequency has dropped this year amid opposition by the Pakistan security establishment.
Also, the U.N. wants to know if the order in the raid was simply to kill bin Laden or if he could have surrendered.
The Associated Press contributed to this report.