Islamabad, Pakistan (CNN) -- The Pakistani Taliban vowed Thursday to carry out attacks against India to avenge the death of a man executed by Indian authorities for his role in the 2008 terrorist assault on Mumbai. 

Mohammed Ajmal Kasab, a Pakistani, was hanged Wednesday in Pune, a city southeast of Mumbai. He was the lone surviving gunman from the attacks in India's financial capital in November 2008 that killed more than 160 people. 

Read more: Who are the Pakistani Taliban? 

Ihsanullah Ihsan, the spokesman for the Pakistani Taliban, said the militant group would conduct various attacks in India in response to the execution. He didn't provide further details. 

The Pakistani Taliban, who are closely linked with their namesake in Afghanistan and with al Qaeda, operate in the ungoverned area that sits on the border of Pakistan and Afghanistan. 

Read more: Mumbai attack survivor: 'It's like a dead man living' 

India has requested extra protection for its diplomats in Pakistan following the execution, said J.P. Singh, an official at India's Ministry of External Affairs. 

India executes last Mumbai gunman 

He said the ministry had no immediate comment on the threat from the Taliban. 

The Taliban spokesman said they are demanding that Kasab's body be returned to Pakistan for an Islamic burial. He criticized the Pakistani government, saying it had failed by not requesting the return of the body. 

Read more: The Mumbai attacks: Getting the story amid chaos 

Indian authorities said Wednesday that Kasab had been buried in the "surrounding area" of the jail where he was hanged. They didn't say what kind of burial rites had been performed. 
Has the gunman been laid to rest?
buried in the "surrounding area" of the jail where he was hanged