"Nor, to my knowledge, do I have links with any individuals who can be associated with such groups."
Mr Taylor has been back in New Zealand for nine months.
He says he wants to "try to get on with my life and I would appreciate the space to do that."
The cable was sent to embassies worldwide to alert them to people who have ' "a historical or current association with Yemeni cleric Anwar al-Aulaqi, or are based in Yemen or the surrounding region and may come into contact with al-Aulaqi".
The cleric has ties to an offshoot of al-Qaeda.
Prime Minister John Key said yesterday Mr Taylor was not a threat.
"For reasons that you'll appreciate, I can't go into great detail about Mark Taylor. All I can say is that he's known to us, he's someone that has quite a number of restrictions on him for very good reasons.
"I know him and his name very well."
Asked if New Zealanders had anything to fear from him, Mr Key said: "I don't believe so, no."
Mr Key is the minister responsible for the Security Intelligence Service.
The cable says Mark John Taylor, 38, also went by the name Mark T. al-Rahman.
The US Embassy in Canberra recommended he be placed on a "selectee" list for monitoring - rather than the no-fly list - because of "his demonstrated connections with al-Aulaqi".
"This recommendation is based also on his current location being Australia, where Australian (and possibly New Zealand) authorities can monitor his whereabouts and travel plans."
The no-fly list is for people who are not allowed to board flights in or out of the United States.
Those on the selectee list face additional screening and the possibility of being prevented from boarding.
The publication of the cable prompted a response from the Australian Government, which has previously not commented on WikiLeaks.
"The publication of any information that could compromise Australia's national security - or inhibit the ability of intelligence agencies to monitor potential threats - is incredibly irresponsible," Australian Attorney-General Robert McClelland said.
In February 2009, Mr Taylor was arrested by Pakistani security forces at a paramilitary checkpoint on the outskirts of Tank town, about 280km southwest of Islamabad.
He was reportedly trying to enter an al-Qaeda and Taleban militant stronghold, and Pakistani intelligence officials suspected he had links with the two groups.
Mark Taylor
* Aged 38, also known as Mark T. Al-Rahman.
* Was arrested in 2009 trying to get to an al-Qaeda military camp in Pakistan.
* Was listed by the US Embassy in Canberra as one of 23 people either on a no-fly list or to be monitored because of links to terrorists.