Tsarnaev, named in a new online video message from Zawahri, was sentenced last year to death by lethal injection for the 2013 bomb attack, which killed three people and injured
more than 260.
“If the U.S. administration kills our brother the hero Dzhokhar Tsarnaev or any Muslim, it ... will bring America’s nationals the gravest consequences,” Zawahri said.
Zawahri, who became al Qaeda's leader after U.S. forces killed Osama bin Laden in 2011, urged Muslims to take captive as many Westerners as possible, especially those whose countries had joined the "Crusaders' Campaign led by the United States".
The veteran Egyptian-born Islamist, shown wearing white robes and sitting in front of green velvet drapes, said the Western captives could then be exchanged for Muslim prisoners.
Western powers "are criminals and they only understand the language of force", he added.
The nearly hour-long video, which included images of Tsarnaev, gave no indication of the location of Zawahri, believed to be based close to the Afghan-Pakistan border.
Tsarnaev carried out the Boston bombings along with his older brother Tamerlan, who was killed in a confrontation with police soon after.
Tsarnaev is being held at the "Supermax" high-security prison in Florence, Colorado, while his attorneys appeal his death sentence.