It follows the announcement Monday by influential Malian imam Mahmoud Dicko that a letter from the militant outfit received at the end of September had proclaimed a unilateral ceasefire, a claim immediately questioned by Malian security analysts.
Ansar Dine's statement expressed "utmost surprise and astonishment with these declarations attributed to Sheikh ", according to a document translated by the US-based SITE watchdog and Mauritanian news agency Al-Akhbar.
The group would also "affirm that we are continuing -- Allah willing -- with all resolve in the option of jihad", the statement said.
A Malian source told AFP Monday that the letter dated from September 27, since when Ansar Dine have claimed or been accused of carrying out several attacks.
Ansar Dine was blacklisted in 2013 by the United States for its affiliation with Al-Qaeda in the Islamic Maghreb (AQIM) and was one of several jihadist groups that overran key Malian cities in 2012.
It is responsible for frequent attacks on Malian and international security forces stationed in the country.