Sources said Headley had done a recce of National Defence College and vital installations in other cities.
He was also conducting recruitment of cadres for Pakistan-based terror group Lashker-e-Taiba, to send them to a Gulf country using the services of his immigration business set up in Mumbai [ Images ].
Headley, 49 was arrested last month for allegedly hatching a conspiracy with LeT to carry out strikes inside and outside the US.
Investigators have said he was also planning a major terror strike in India at LeT's behest.
He was arrested at Chicago's O'Hare International Airport as he prepared to board a flight to Philadelphia, intending to travel to Pakistan.
The FBI also arrested his accomplice Tahawwur Hussain Rana, 48, a Canadian citizen of Pakistani origin.
American investigators have said US national Headley was a frequent flyer who made multiple trips to Pakistan where he spent "substantial time" undergoing training from the terror group.