Mokhtar Belmokhtar, a one-eyed Islamist militant leader who Chad claimed was killed in Mali last month, died by setting off explosives in despair over the death of another militant, Chad's President Idriss Deby said in an interview broadcast on Sunday.

"We have proof of his death. We couldn't film it because he blew himself up after the death of (Abdelhamid) Abou Zeid. He wasn't the only one. Three or four other jihadists (also) blew themselves up in despair," he told French media outlets TV5 Monde, Radio France International and Le Monde in a joint interview recorded in N'Djamena on Saturday.

Belmokhtar, an Algerian Al-Qaeda veteran, was the mastermind of the brazen January assault on an Algerian gas plant that left 37 foreign hostages dead.

In early March, Chad announced that the militant had been killed during fierce fighting in the Ifoghas mountains, on Mali's northeastern border with Algeria.

But France, which has led the offensive against Islamists in Mali since January 11, has so far only been willing to confirm the death of Abou Zeid, a key commander of Al-Qaeda's North African branch (AQIM), saying it will carry out DNA tests on killed rebels.

Deby added that he was "perfectly" sure that Belmokhtar was dead. "We identified him," he said.