The Islamic State group on Saturday released a new message purportedly from its reclusive leader, claiming that his self-styled "caliphate" is doing well despite an unprecedented alliance against it, as well as criticizing the recently announced Saudi-led Islamic military coalition against terrorism.

In the 24-minute audio, Abu Bakr al-Baghdadi said airstrikes by the international coalition only increase his group's determination and resolve. The message was al-Baghdadi's first since May, and comes amid battlefield setbacks that IS has recently faced.

Meanwhile, a U.S.-backed coalition of rebels in Syria — including Syrian Kurdish, Arab and Christian groups — captured a major dam on the Euphrates River from the Islamic State group as part of the coalition's march on IS-held areas in northern Syria.

Rebels try to cut off ISIS supply lines

APTOPIX Mideast Iraq Islamic State

Smoke rises from Islamic State positions following a U.S.-led coalition airstrike as Iraqi Security forces advance their position in downtown Ramadi, 115 kilometers west of Baghdad, Iraq, Thursday, Dec. 24, 2015. (The Associated Press)

The coalition, known as Syria Democratic Forces, announced earlier this week a new offensive aimed at cutting supply lines between IS strongholds in the country's north. The SDF said it seized the Tishrin Dam, which supplies much off northern Syria with electricity, on Saturday.

An SDF spokesman told Associated Press earlier this week that his forces are also trying to cut the supply lines between the Islamic State's de-facto capital of Raqqa and the group's stronghold of Manbij in northern Syria.

The SDF, dominated by the main Kurdish militia in Syria known as YPG, or People's Protection Units, has become a main force in fighting IS.

The Islamic State group has come under pressure in Syria and Iraq, where it has declared its self-styled Islamic caliphate on territory that the militant group controls. It lost the town Sinjar in Iraq last month, and areas across the border in Syria at the same time. Iraqi government troops are also advancing in the Islamic State-held city of Ramadi, the provincial capital of the sprawling Anbar province, Iraq's Sunni heartland.

'Unprecedented' battle

Airstrikes by the U.S.-led coalition and Russia in Syria have also destroyed Syrian oil facilities and killed several IS leaders in recent weeks.

"It is unprecedented in the history of our Ummah (Islamic nation) that all the world came against it in one battle, as it is happening today. It is the battle of all the disbelievers against all the Muslims," al-Baghdadi said.

He said the U.S.-led alliance does "not scare us... nor do they scatter our resolve because we are the victors in any event."

Al-Baghdadi also taunted the United States for not putting boots on the ground. "They do not dare to come, because their hearts are full of fear from the mujahideen [holy warriors]," he said.

"America and its allies dream of destroying the caliphate through their proxies and henchmen, and whenever an alliance of theirs fails or a tail is cut, they hasten to establish another, until they recently declared the Salouli (Saudi) alliance that was falsely called Islamic," al-Baghdadi added.

If the Saudi-led alliance was truly Islamic, then it would fight the Syrian army and its Russian "masters," as well as Shiites and Jews, al-Baghdadi said.

Those who oppose ISIS 'will pay the price'

In mid-December, Saudi Arabia announced the new, 34-member alliance against terrorism, to be based in the kingdom's capital, Riyadh. But Shiite powerhouse Iran is not part of the new coalition; neither are Iraq and Syria, whose forces are battling to regain ground from the Islamic State group and whose governments are allied with Tehran.

In the audio, al-Baghdadi also warned nations taking part in the war against IS by saying: "We promise you, God permitting, that whoever participates in the war against the Islamic State will pay the price dearly."

He threatened Israel by saying, "we haven't forgotten you" and "we are getting closer to you" every day.

The authenticity of the audio — which was produced by the al-Furqan Media Foundation, ISIS's media arm — could not be independently confirmed. However, it was posted on IS-affiliated websites and Twitter accounts that have been used to disseminate past IS messages.