Al Fayed referred to a lawyer's note of a conversation with Diana in 1995, which was handed to police after her death but not disclosed for six years.
"She said that she is going to die or be killed in a car crash and that is what happened to her and my son," Al Fayed testified at a coroner's inquest into the couple's deaths.
The inquest is in its fourth month.
He accused Diana's sister Sarah McQuorquodale; Diana's brother-in-law Robert Fellowes; two former chiefs of London police; driver Henri Paul; her attorney, the late Lord Mischon; two French toxicologists, members of the French medical service; and three bodyguards once employed by Al Fayed as being part of the alleged murder plot and cover-up.
He accused Prince Philip, who allegedly directed the plot, of being a racist and a Nazi who could not accept Diana's marriage to an Arab Muslim. That would have made Dodi the stepfather of the future King, Prince William, who is the first son of Diana and Philip's son, Prince Charles.
"There are a very large number of people on this account," observed the coroner, Lord Justice Scott Baker.
Al Fayed's time in the witness box allows him the most public airing yet for his long-held theories of a murder plot involving the British secret service and Philip, husband of Queen Elizabeth II.
Lengthy investigations by French and British police concluded that the Aug. 31, 1997 crash was an accident, and that driver Henri Paul was drunk and speeding.
According to CBS News correspondent Charles D'Agata, many observers believe Al Fayed is pointing fingers to deflect blame for allowing driver Henri Paul -- an employee of his Paris Ritz hotel -- to drive the night of the deadly crash.
Although offering little proof for his allegations, Al Fayed was confident that he had made his case.
"I am sure by now, the jury understands," Al Fayed said. "And they can say they don't need any more. They can give their verdict after hearing my witness."
Al Fayed charged that the French investigating magistrate, Herve Stephan, was a "stooge" of the intelligence services.
"Princess Diana told me that she had proof that her life was in danger and that she kept it in a wooden box," Al Fayed said.
If anything happened to her, Al Fayed said, he was told that "I must make sure that the contents of this box were made public."
The box allegedly contained letters from Prince Philip to Diana. The letters are now missing.
Al Fayed read a lengthy statement laying out his theory of a huge plot directed at murdering the couple. He disputed evidence that Paul, who also died in the crash, was drunk, and alleged the driver was part of the plot.
"When he was killed, they find 20,000 francs in his pocket, because he disappeared three hours before the murder being briefed on what to do," Al Fayed said.
He said Diana was pregnant, and that she and Dodi planned to announce their engagement.
"Diana told me on the telephone that she was pregnant," he said. "I was the only person that they (Dodi and Diana) told."
Al Fayed is the only witness to claim that Diana was pregnant, while several have asserted that she was taking birth control pills and had had her period shortly before she died.
Lashing out at Prince Philip, Al Fayed said he should go "back to Germany" - a reference to the prince's German ancestors. "You want to know his original name? It ends with Frankenstein," he added.
Ian Burnett, a lawyer for the coroner, asked al Fayed if his murder conspiracy allegations "stem from your belief that Prince Philip is not only a racist but a Nazi as well."
Al Fayed responded, "Absolutely."
Al Fayed also asserted that Charles was part of the alleged murder plot, hoping to clear the decks so he could marry Camilla Parker Bowles or, as Al Fayed put it, "his crocodile wife."
Also Monday, Coroner Scott Baker said that he was seeking a copy of a video which was the basis for a report in The Sun newspaper that quoted Diana's former butler Paul Burrell as saying that he had not told the whole truth during his three days of testimony to the inquest.
Baker refused to let Al Fayed read anything from that report to the jury.