"We've now developed evidence that shows that the Pakistani Taliban was behind the attack," Holder said on "This Week."
"We know that they helped facilitate it. We know that they probably helped finance it. And that he was working at their direction."
A U.S. citizen of Pakistani descent, Shahzad is accused of spending five months in Pakistan before returning to the United States in February and preparing his attack.
John Brennan, President Barack Obama's homeland security and counterterrorism adviser, says "it looks like" Shahzad was working for the Tehrik-e-Taliban Pakistan, or "TTP." The militant group is believed to be hiding senior al-Qaida leaders, including Osama bin Laden.
Brennan says the finding "underscores the serious threat that we face from a very determined enemy."
Shahzad has told investigators that he trained in the lawless tribal areas of Waziristan, where both al-Qaida and the Pakistani Taliban operate. He was arrested aboard an Emirates Airlines jet in New York just minutes before it was scheduled to take off for Dubai.
Brennan also said that the attempted bombing shows that the capability of overseas terrorist organizations is being degraded.
"They now are relegated to trying to do these unsophisticated attacks, showing that they have inept capabilities in training," he said.
The link between an attack on U.S. soil and terrorist groups operating inside Pakistan opens up a new chapter in relations between the two countries. Until recently, administration officials have said they thought Islamabad was doing all it could.
Secretary of State Hillary Rodham Clinton said last week that there would be "severe consequences" if the attack were traced back to Pakistan and that the South Asian country could do more.
Brennan said Islamabad was being very cooperative in the investigation but that the U.S. wants to know exactly who may have been helping Shahzad.
"There are a number of terrorist and militant groups operating in Pakistan," he said. "And we need to make sure there's no support being given to them by the Pakistani government."
Brennan would not say whether Shahzad may be connected to fugitive al-Qaida cleric Anwar al-Awlaki, other than to acknowledge his Internet sermons are popular among extremist Muslims.
Defense Secretary Robert Gates said Pakistan has recently stepped up efforts to root out extremist militants.
"The Pakistanis have been doing so much more than 18 months or two years ago any of us would have expected," Gates told reporters at Fort Leavenworth, Kan. He referred to Pakistani Army offensives, dating to spring 2009, against Taliban extremists in areas near the Afghan border, including in south Waziristan.
Gates said the Obama administration is sticking to its policy of offering to do as much training and other military activity inside Pakistan as the Pakistani government is willing to accept.
"It's their country," Gates said. "They remain in the driver's seat, and they have their foot on the accelerator."
Brennan spoke on CNN's "State of the Union," "Fox News Sunday" and CBS' "Face the Nation." Holder spoke on NBC's "Meet the Press" and ABC's "This Week." Clinton's interview with CBS' "60 Minutes" is set to air Sunday.