Turkey has captured the sister of dead Islamic State leader Abu Bakr al-Baghdadi in a northern Syrian town, according to a senior Turkish official.

Turkey is now interrogating her husband and daughter-in-law, who were also detained.

Rasmiya Awad, 65, was detained in a raid near Azaz, the official said, referring to a Turkish-controlled Syrian town near the border. When captured, she was also accompanied by five children.

"We hope to gather a trove of intelligence from Baghdadi's sister on the inner workings of ISIS," the official said.

Baghdadi killed himself last month when cornered in a tunnel during a raid by US special forces in northwestern Syria.

Islamic State, in an audio tape posted online on Thursday, confirmed that its leader had died and vowed revenge against the United States.

World leaders welcomed his death, but they and security experts warned that the group, which carried out atrocities against religious minorities and horrified most Muslims, remained a security threat in Syria and beyond.

Baghdadi had risen from obscurity to lead the ultra-hardline group and declare himself "caliph" of all Muslims.

He held sway over huge areas of Iraq and Syria from 2014-2017 before Islamic State's control was wrested away by US-led coalition forces including Iraqis and Syrian Kurds.

The group, also known as ISIS, said a successor to Baghdadi identified as Abu Ibrahim al-Hashemi al-Quraishi had been appointed.

A senior US official last week said Washington was looking at the new leader to determine where he came from.