Most of the recording posted to YouTube on Saturday glorifies the attack by the Somalia-based group on the Westgate Mall in Nairobi, Kenya, where gunmen killed about 60 people in September 2013.
Close to the end of the nearly 77-minute video, a masked man with an English accent calls on "Muslim brothers to target the disbelievers wherever they are" and lists a number of shopping centres that could be attacked in the West.
"If just a handful of mujahedeen fighters could bring Kenya to a complete standstill for nearly a week, then imagine what a dedicated mujahedeen in the West could do to American or Jewish-owned shopping centres across the world," the man says.
"What if such an attack was to occur in the Mall of America in Minnesota, or the West Edmonton Mall in Canada, or in London's Oxford Street, or any of the hundreds of Jewish-owned Westfield shopping centres dotted right across the western world?" he continues.
Other malls listed in the video include two in Paris, Les Quatre Temps and Forum des Halles.
CNN reports that al-Shabaab militants have recruited members in Minneapolis, home to the largest Somali population in the United States and the Mall of America.
On March 7, 2010, the Canadian government added al-Shabaab to this country's terrorist list, following claims that the organization is targeting Canadian youth for recruitment.
Also on HuffPost