"You have been spreading in the social media that you injured or killed me," Shekau said in the 40-minute video released on YouTube and dated September 25.
"Oh tyrants, I'm in a happy state, in good health and in safety."
The Nigerian army said on August 23 that Shekau had been seriously wounded in the shoulder in an air raid in which several commanders were killed.
The army's claim was bolstered when Boko Haram released a video on September 13 without Shekau in it.
Nigerian soldiers, with the support of regional troops, have recaptured swathes of territory lost to the jihadists since they launched a military campaign in February 2014.
The mass kidnapping of schoolgirls from the remote town of Chibok provoked global outrage and brought unprecedented attention to Boko Haram and its bloody quest to create a fundamentalist state in northeastern Nigeria.
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