Take This For What It's Worth - Leader of Yemeni Mujahideen Claims al-Qaeda Has Nuke

I have no idea how reliable the Jamestown Foundation is, but William Casey was one of the founders so it should have some expertise.

In a recent interview posted to jihadi websites, al-Qaeda's leader in Yemen claims the organization possesses nuclear weapons and vows to attack U.S. and Western interests to compel them to withdraw their forces from the region

source

This tends to make me doubt his claims

The Amir adds that mujahideen attacks on U.S. interests have weakened the U.S. economy, as seen in the current world economic crisis. Finally, al-Wahayshi claims al-Qaeda possesses a nuclear weapon and only refrained from using it in the 9/11 attacks because those attacks were only al-Qaeda's "first message" to the Americans.

via Paranoid Polly in Ace's comments section.