CBS News has also learned that Shahzad may have spent at least four months training at a terrorist camp - raided in early March by Pakistani forces.
The camp is affiliated with Pakistan's Taliban, the group that claimed responsibility for the botched attack in Times Square. Its leader Hakimullah Mehsud threatened, "The time is very near when our fighters ....will attack the American states."
Prior to the release of the tape, Mehsud was presumed to have been killed in a U.S. drone attack in February.
Special Section: Terrorism in the U.S.
Pakistani Foreign Minister Mahkdoom Qureshi believes the attempted Times Square bombing is a reaction to U.S. drones targeting Taliban Followers.
"This is a blow back. This is a reaction. This is retaliation. And you could expect that," Qureshi said. "Let's not be naive. They're not going to sort of sit and welcome you eliminate them. They're going to fight back."
Though Pakistan is a key ally to the U.S., the country is still seen as a fertile training ground for militants.
Faisal Shahzad comes from a wealthy, well educated family. His father is a retired Air Force chief. But the failed plot will no doubt put new pressure on Pakistan to crack down on insurgents within its borders.
More on the Attempted Times Square Bombing
Terrorism, WMD Charges for Faisal Shahzad
Pakistan Detains Several in Times Square Plot
Shahzad Appeared to be Family Man, Neighbors Say