"If [an individual] is capable to wage jihad in the Western countries that fight Islam, such as America, Britain, France, Canada… then that is better and more harmful," SITE Monitoring Group quoted Nasser bin Ali Ansi as saying in the interview.
Last week, Ansi claimed AQAP's responsibility for the January 7 Charlie Hebdo attacks in Paris, citing "vengeance for the prophet" and warning of more terrorist attacks abroad.
"We have made efforts in external work, and the enemy knows the danger of that," the spokesperson from the offshoot group added.
On January 10, Yemeni authorities responded to earlier claims by AQAP members of their responsibility for the attack on the French satirical magazine by launching an investigation into AQAP.
Al-Qaeda in the Arabian Peninsula has entrenched itself in Yemen over the past year due to fierce, prolonged clashes between government forces and Houthi militias in the country.