An ex-wife of Islamic State group (IS) leader Abu Bakr al-Baghdadi, with whom he had a daughter, wants to live in Europe "in freedom", she told Swedish daily Expressen in an interview published Thursday.

"I want to live in a European country, not an Arab country," Saja al-Dulaimi said in the interview filmed in Lebanon.

Dulaimi was freed several months ago from a Lebanese prison, where she had been held since 2014 with her children on suspicion of links to extremist organisations.

"I'm branded a terrorist but I'm far from all that," lamented Dulaimi.

"I want to live in freedom," the 28-year-old said, while praising Islamic Sharia law which she said provided "freedom and rights for women".

Her seven-year-old daughter, Hagar, said she wanted to go to Europe to "study." A DNA test conducted by Lebanese authorities confirmed she was Baghdadi's child.

Born into a well-heeled Iraqi family, Dulaimi said she had been married to an Iraqi member of Saddam Hussein's personal guard. They had twins together.

Widowed, she married again in 2008, on the advice of her father, to Bagdhadi.

Dulaimi described Baghdadi, who also had children from an earlier marriage, as "a normal family man" and university professor adored by his offspring.

Baghdadi was at the time fighting in the ranks of Al-Qaeda in Iraq, from which the Islamic State group was born. In 2010, he took over the reins of IS.

Washington has put a $10-million bounty on his head.

Dulaimi said she left him after just three months of marriage, when she was pregnant with their daughter.

"How he could become emir (caliph) of the most dangerous terrorist organisation in the world is a mystery," she said.

"The last conversation we had was in 2009. He asked me if I wanted to come back. But I'd made my decision," she said.

"Where is my guilt? I was married to him in 2008. We're divorced now," she said.

She has since remarried, to a Palestinian man with whom she also has a child.