Last week, Burundi became the first country to declare its intention to leave the ICC, after the court's prosecutor said she might open a case against the government.
"You could expect a setback as the ICC started to make more progress," Bensouda told the NRC daily paper in an interview, published on Saturday.
But "I don't believe we should feel defeated and that the ICC is going to close up tomorrow," said Bensouda, in her first reaction to the shock announcements by Burundi, South Africa and the Gambia to leave the Hague-based court.
South Africa and Gambia followed suit, raising fears of an exodus of African countries, many of which are founding members of the court.
Bensouda stressed that all countries who currently number among the ICC's 124 members "are sovereign states."
"They joined voluntarily and if they withdraw it's voluntarily as well," said the Gambian-born Bensouda, to whom Banjul's decision to leave is said to be a particular blow.
"I don't think the AU should close the door (on the court). Eventually we share the same values: peace, security, stability and justice."
"It's essential that we keep up prosecutions, inside and out of Africa," Bensouda said.