Feds: Headley was informant
Wives of self-confessed "scout" for the 2008 Mumbai rampage raised concerns that he was plotting an attack.
The revelations come in a report by the news website ProPublica which says the FBI was tipped-off in 2005 - three years before Mumbai - that Headley had ties with Lashkar-i-Taiba the group behind the 2008 attacks.
It says one of Headley's three wives told authorities of his extensive training in Pakistan and how he bragged about being a double agent. It also says officials have confirmed that Headley was an informant for the US Drug Enforcement Administration.
According to ProPublica, despite a federal inquiry, Headley spent the next four years doing reconnaissance around the world using his status as a businessman for cover. ProPublica says between 2006 and 2008 he did five spying missions to Mumbai scouting for the attacks by Lashkar-i-Taiba.
In separate reporting, the New York Times says another of Headley's wives also told authorities of her husband's alleged involvement in terrorism.
The FBI says it "looked into the tips" but they "lacked specificity." The organisation's declined to say what action - if any - was taken as a result of the information passed on.
Headley, who was not arrested until eleven months after the Mumbai attacks, pleaded guilty to charges of terrorism in the attacks and a failed plot to behead hostages at a Danish newspaper.
The Mumbai attacks were a series of coordinated shootings and bombings carried out over three days in November 2008 in which almost 200 people died and more than 300 were injured.