Najibullah Zazi was accompanied by his attorney, Arthur Folsom, as they drove up to the building housing the FBI office Thursday.
Agents questioned Zazi for hours on Wednesday and searched his apartment and the home of his aunt and uncle, both in the east Denver suburb of Aurora.
A manager at the Lowe's Home Improvement store in Aurora told CBS News that FBI agents visited the store several days ago, apparently in connection with their investigation of Zazi and a possible plot to make and use homemade bombs.
The manager at the Aurora Lowe's told CBS News that FBI agents arrived at night and spoke to the store's operation manager.
According to other published reports, FBI agents have also visited several Home Depots in the Denver area. Neither Home Depot nor the FBI has confirmed the reports.
Two law enforcement officials told The Associated Press on Tuesday that a joint FBI-New York Police Department task force put Zazi under surveillance because of suspected al Qaeda links.
Folsom says Zazi has never met with al Qaeda operatives and isn't involved in terrorism.
"He's simply somebody who was in the wrong place at the wrong time," Folsom said.
Folsom said he believes the FBI would have arrested Zazi if agents had found anything suspicious his apartment, but Zazi is still free.
"They wouldn't have taken a chance on his appearing (Thursday)," Folsom said.
Folsom says Zazi, 24, was born in Afghanistan in 1985, moved to Pakistan at age 7 and emigrated to the United States in 1999. Zazi's aunt had said earlier that he was born in Pakistan and grew up in Queens, New York.
Folsom said Zazi has returned to Pakistan four times in recent years: in 2004 because his grandfather was sick and dying, in 2006 to get married and in 2007 and 2008 to visit his wife.
Two law enforcement officials told The Associated Press on Tuesday that a joint FBI-New York Police Department task force had put Zazi under surveillance because of suspected links to al Qaeda.
The task force also feared Zazi may be involved in a potential plot involving homemade hydrogen peroxide-based explosives like those cited in an intelligence warning issued Monday, said the officials, who spoke on anonymity because they were not authorized to speak about the investigation.
After Zazi traveled to New York City over the weekend, FBI agents and police officers armed with search warrants seeking bomb materials searched three apartments and questioned residents in a predominantly Asian neighborhood in Queens.