"I am not in a position to share any details with you, other than the fact that various leads have been shared with us and we are in advanced stage of investigating those leads," Omar said on the sidelines of a function here.
The Chief Minister was replying to a question about the email allegedly sent by the Harkat-ul-Jehadi-Islami (HuJI), traced to Kishtwar district of Jammu division, in which the militant group claimed responsibility for the Delhi attack in which 11 people were killed on Wednesday.
According to police, the email was sent from a cyber cafe in Kishtwar from the address firstname.lastname@example.org.
Asked if there was a link between the bomb blast in New Delhi and militancy in Kashmir, Omar said it will be premature to "reject or accept this premise".
"Obviously certain leads have been shared. Investigations are ongoing. We will share our findings with the NIA and they will then decide how to take it further," the Chief Minister said.
Omar said the nation demanded answers from those responsible for the security as to who was behind the attack.
"The nation demands answers and it is the responsibility of those who are tasked with protecting this country that they must provide the answers as to who was responsible for this and what can be done to ensure that attacks like these do succeed in the future," he said.