Intelligence officials in Washington said the tape, obtained last month in Pakistan by ABC News, appears to have been made by Adam Gadahn and indicates he has links to al-Qaida.
Gadahn was born Adam Pearlman in 1978. In May, the FBI put him on a list of terror suspects.
A government official told CNN the FBI does not know where Gadahn is, and there are no charges pending against him but he is wanted for questioning.
In the 75-minute video, a masked man holding a rifle who identified himself as "Azzam the American" threatened further terrorist attacks against the United States.
The tape had been recorded relatively recently, as officials said it referred to the humanitarian crisis in Sudan, the same sex-marriage controversy in Massachusetts and the report of the Sept. 11 commission.