Speaking to reporters at the India Economic Summit, Chidambaram said, "Headley visited India several times before 26/11 and, therefore, there's something we have to necessarily look into," said the home minister.
Home Minister said the Government would look into the possible connection between David Coleman Headley and the terror attacks in Mumbai that claimed about 170 lives.
However, Chidambaram could not say if there was any link between Headley and the 26/11 attacks.
"But as of now, I can't say if there was a link or not," he added.
Headley was arrested at Chicago airport on charges of plotting a major terror attack in India at the behest of terror outfit Lashkar-e-Taiba (LeT).