Baghdadi also said a US-led military campaign against his group in Syria and Iraq was failing and he called for "volcanoes of jihad" the world over.
Reuters could not independently confirm the authenticity of the speech—an audio recording carried on Islamic State-run social media. The voice sounded similar to a previous speech delivered by Baghdadi in July in a mosque in the Iraqi city of Mosul in July, the last time he spoke in public.
It followed contradictory accounts out of Iraq after US air strikes last Friday about whether he was wounded in a raid. The United States said on Tuesday it could not confirm whether he was killed or wounded in Iraq following a strike near the city of Falluja.
Baghdadi urged supporters in Saudi Arabia, the world's top oil exporter, to take the fight to the rulers of the kingdom, which has joined the US-led coalition in mounting air strikes against the Islamic State group in Syria.
"O sons of al-Haramayn...the serpent's head and the stronghold of the disease are there...draw your swords and divorce life, because there should be no security for the Saloul," Baghdadi said, using a derogatory term to refer to the leadership of Saudi Arabia.
Haramayn is a reference to the two holiest places in Islam—both of them in Saudi Arabia.
The speech was not dated but carried a reference to a Nov. 7 US announcement that President Barack Obama had approved sending up to 1,500 more US troops to Iraq.
Islamic State has seized swathes of Syria and Iraq and declared a caliphate over territory it controls in June. Baghdadi said he had accepted oaths of allegiance from supporters in Libya, Egypt, Yemen, Saudi Arabia and Algeria.
"We announce to you the expansion of the Islamic State to new countries, to the countries of the Haramayn, Yemen, Egypt, Libya, Algeria," he said in the speech, in which he spoke at length on his group's expansion.
"We announce the acceptance of the pledges of allegiance of the brothers who swore loyalty to us in these countries... and the appointment governors."
Although supporters have pledged allegiance to Islamic State in countries including Lebanon, Pakistan and Afghanistan, Baghdadi singled out only those five states, picking countries where sympathisers have a strong base and could mount attacks.
He added, however: "Oh soldiers of the Islamic State...erupt volcanoes of jihad everywhere. Light the earth with fire against all dictators."
Referring to US-led military action against his group, he said: "Despite this Crusade campaign being the most fierce and severe of all, it is the greatest failure."
"We see America and its allies stumbling in fear, weakness, impotence and failure." The speech was transcribed in Arabic and translated into English.
Obama has said the United States aims to degrade and eventually destroy Islamic State, which has reshaped the Middle East by seizing large areas of Iraq and Syria and is imposing its radical interpretation of Sunni Islam.
Since Islamic State launched an offensive in Iraq in June, Riyadh has sent thousands of troops to the border area.
In June, King Abdullah pledged to take "all measures" to protect Saudi Arabia from Islamic State, which it has labelled a terrorist organization.
At least 1,000 army soldiers, 1,000 national guardsmen and three helicopter units have arrived to reinforce the border area near the town of Arar since Islamic State's advance in June, the commander of Saudi border guards in the area said in July.
Referring to Yemen, where Shi'ite Houthis captured the capital Sanaa in September, forcing the government to resign, he said: "Oh soldiers of Yemen...be harsh against the Houthis, they are infidels and apostates. Fight them and win against them."
Baghdadi also congratulated supporters in Egypt's Sinai for starting jihad against what he called the "dictators of Egypt". He also urged supporters in Libya, Algeria and Morocco to prevent secular groups from ruling. —Reuters
