US law enforcement and intelligence community a better understanding of Shahzad's activities without just following leads based on his interrogation, CNN said citing an unnamed US official.
The US is still trying to figure out "how deep" Shahzad's links are to the Pakistani Taliban and "how high up" his connections go into the organisation, the official was quoted as saying.
But he emphasised that public statements by top US officials about Shahzad and the Pakistani Taliban are "not just based on what Shahzad is saying".
"People are looking into other streams of intelligence that point in a serious way to links to the (Pakistani Taliban)," the official said, but would not discuss additional details about the other intelligence streams of information, CNN reported.
The US official also said the US is trying to get a better understanding of the Tehrik-e-Taliban Pakistan, or TTP's own source of financing.
While acknowledging the risk posed by a single Taliban operative, he also said there are indications the TTP lacks extensive financial resources and it's not clear it could set up an extensive operation in the United States.
Shahzad last travelled to Pakistan to get help from the Pakistani Taliban in carrying out a bomb attack, CNN reported, citing a senior US official.
"The question is: Did he go there looking for help or did he fall in their lap? It seems the former. It appears he went seeking help for this attack," the unnamed senior administration official was quoted as saying.
"He had an attack in mind when he went there," he told CNN as State Department spokesperson PJ Crowley Monday said the Pakistani Taliban "provided him (Shahzad) with material support that obviously helped him execute the attack".
The senior US official told CNN Shahzad received training on his most recent trip by TTP on how to execute a bomb attack. But it was unclear the extent to which the group was involved in masterminding the attack.
Attorney General Eric Holder said Sunday: "We know that they helped facilitate it, we know they helped direct it and I suspect we're going to come up with evidence that shows they helped to finance it."
The CNN cited the official as saying that the US has begun to make specific requests and recommendations to the Pakistanis to respond to the attack, which are being delivered in diplomatic, intelligence and military channels.
Shahzad was arrested while trying to fly out of New York May 3, two days after federal authorities say he left a vehicle filled with explosive materials in Manhattan's Times Square.
If US intelligence can determine and isolate a target precisely tied to Shahzad, such as the training areas where he might have been sheltered, the most likely scenario is that the US government would call in drone strikes to ensure any lethal action is as precise as possible and potential civilian casualties are minimised, CNN said citing several officials.
President Barack Obama's top counterterrorism adviser, John Brennan, said Sunday: "It looks like he was working on behalf of the Tehrik-e-Taliban Pakistan, the TTP, that's the Pakistan Taliban. This is a group that is closely allied with Al Qaeda."
Meanwhile, General Stanley Mcchrystal, commander of US Forces in Afghanistan, said at a White House briefing Monday that he had told Pakistani army chief Ashfaq Kayani that the insurgency faced by Pakistan, the TTP, is a significant threat to their country.
"And it's complementary to what Afghanistan faces, so it puts the two nations with a common problem. The Afghan Taliban and TTP are distinct, but they are not completely unrelated. And therefore, it's important we sync our two campaigns together," he said.
"And that's why I spend a lot of time with General Kayani, who is a good partner, working that," the general added.