The women -- who were all interviewed together this week -- were "hostile" towards the Americans, according to a senior Pakistani government official and two senior US officials, CNN reported.
The eldest of the three widows spoke for the group.
Members of Pakistan's military-run ISI were in the room along with the US intelligence officers, the unidentified officials said.
The report said Americans had wanted to question the women separately to figure out inconsistencies in their stories.
The officials said that the questioning didn't yield much new information, while adding that it was early in the investigative process.
They said that despite some well-publicised strains, there is an ongoing exchange of intelligence between the two countries.
The youngest of the three widows, 29-year-old Amal Ahmed Abdulfattah of Yemen, was shot in the leg early on May 2 by a small team of US Navy SEALs.
An American official identified the other two widows as Khairiah Sabar, also known as "Umm Hamza" and Siham Sabar, or "Umm Khalid."
They were three of the al-Qaeda leader''s five wives, two of whom had separated from him. Together, they gave birth to at least 20 of his children, including 11 sons, one of whom was killed in this month's US raid.