Stephen Paddock booked two rooms during the Lollapalooza music festival in August at Chicago's Blackstone hotel, which overlooks the expansive downtown park where the popular event was held, according to the website TMZ and NBC News.
The 64-year-old gambler and retired accountant also researched hotels around Boston's Fenway Park baseball stadium, but there was no indication he travelled to the city, NBC News reported, citing senior law enforcement officials.
Authorities discovered Paddock's interest in the two cities by examining his communications and electronic equipment, NBC News said.
Hundreds of thousands attended the Lollapalooza festival at Chicago's Grant Park, including Malia Obama, the former president's daughter.
Paddock never showed up for his Chicago booking, according to the media reports, but the timing may have offered him an opportunity similar to the Las Vegas Strip concert Sunday night.
Hundreds were injured and 58 killed when Paddock rained bullets from a nearby hotel tower into crowds attending an outdoor country music festival.
Investigators have said the attack was meticulously planned.
News of a Chicago connection prompted officials to beef up security for a weekend marathon in which more than one million spectators and some 40,000 participants were expected.
"We are constantly revising and asking fundamental questions," said Mayor Rahm Emanuel, adding that the marathon would proceed as planned.
The police department added more than 1,000 officers to its marathon security deployment.
"One of the things that we're doing is we're putting a significantly larger number of undercover officers," said Anthony Riccio, chief of Chicago police's organised crime bureau.
"They're going to be intermingled with the crowd. They're going to be around the runners," Riccio said.
Lollapalooza and the management company of The Blackstone hotel did not respond to requests for comment.
The historic Chicago landmark has housed heads of state including former president Jimmy Carter, and artists such as Nat King Cole and Rudolph Valentino.