yes, it works with Fuse ESB 4.1 but with some manual effort. Please have a look at this improvement request for the AMQ Web Console http://fusesource.com/issues/browse/MB-479. Just follow the instruction steps from #1 to #7. However it can not be used to monitor other brokers if you have started multiple instances in the ESB 4.1 container.
Thanks. Enhancement request, would be nice if the "ActiveMQ Web Console" was a OSGi feature install in FUSE.