One of the two brothers who killed 12 in a massacre at French satirical magazine Charlie Hebdo this week has said he received financing by al Qaeda preacher Anwar al Awlaki in Yemen.

Cherif Kouachi, who was killed along with his older brother by police today after a siege at a printing works in north France following a three-day manhunt, made the assertion to BFM-TV before his death while holed up inside the building.

"I was sent, me, Cherif Kouachi, by Al Qaeda of Yemen. I went over there and it was Anwar al Awlaki who financed me," he told BFM-TV by telephone, according to a recording aired by the television channel after the siege was over.

Al Awlaki, an influential international recruiter for al Qaeda, was killed in September 2011 in a drone strike.

A senior Yemeni intelligence source earlier told Reuters that Kouachi's brother Said had also met al Awlaki during a stay in Yemen in 2011.

Another hostage-taker linked to Kouachi, Amedy Coulibaly, who died after a police siege of a kosher market in Paris, separately called BFM-TV, saying he wanted to defend Palestinians and target Jews. Four hostages lost their lives.

Coulibaly claimed allegiance with Islamic State and said he had jointly planned the attacks with the Kouachi brothers. Police say they were all members of the same Islamist cell in northern Paris.