Assistant public defender Julia Gatto identified herself as his attorney. She didn't comment afterward. The judge ordered Shahzad detained without bail. He will face a preliminary hearing on June 1.
The 30-year-old Shahzad has been held at an undisclosed location since his May 3 arrest on charges he abandoned a bomb-laden SUV in Times Square near several restaurants and a Broadway theater showing "The Lion King." Shahzad didn't enter a plea to the charges.
Authorities say the ex-budget analyst from Bridgeport, Conn., had voluntarily waived his rights to an initial court appearance while he was cooperating.
Shazhad is currently being transferred from the custody of federal investigators to the U.S. Marshals service, which will be responsible for his security from now on. He has been in the custody of federal investigators since his May 3 arrest.
The transfer and court appearance mark the end of the interrogation phase of the investigation. Prosecutors say Shazhad has waived his right to a speedy court appearance every day since his arrest.
The U.S. attorney's office said Shahzad is charged with attempted use of weapons of mass destruction and attempting acts of terrorism transcending national boundaries, each carrying a maximum life term.
He's charged with using a destructive device in an attempted violent crime, punishable by up to 30 years in prison; transporting and receiving explosives, punishable by up to 10 years; and attempting to damage and destroy property with fire and explosives, punishable by up to five years.
New York attorney Ron Kuby, in a letter to the chief U.S. District Court judge in Manhattan, accused authorities of violating Shahzad's rights by "squeezing him for information" in secret.
Kuby doesn't represent Shahzad. But in the letter, he argued that federal authorities - by holding Shahzad for "an unprecedented third week of captivity" - were violating criminal procedures requiring suspects to be promptly presented in court.
"A suspect buried in the bowels of a Manhattan version of Guantanamo ... is essentially without power to compel the government to comply" with the procedures, he wrote.
Without an appearance, "there is no reason to think the waiver is voluntary," Kuby wrote.
The White House's top terrorism adviser says a newly formed high-value detainee interrogation group, known as the HIG, was used to question Times Square bombing suspect Faisal Shahzad, as well as other suspects in the U.S. and abroad, over the past few months.
John Brennan, President Barack Obama's homeland security counterterrorism adviser, confirmed the move in a speech Tuesday night.
Senior administration officials say the elite team of investigators - from the FBI, CIA and Defense Department - is designed to question terror suspects just after arrest, to head off future terror attacks.
(The Associated Press contributed to this report)