Amedy Coulibaly staged the attack on the kosher supermarket in eastern Paris, two days after two other gunmen stormed into the Paris offices of the satirical journal Charlie Hebdo and killed 12 people, most of them cartoonists and journalists.
Coulibaly was killed by French security forces after he planted explosives at the Paris deli during a police siege. The two other gunmen were killed after they took refuge in a print works.
The source said police, in their questioning, were looking at possible links between the attacks and people in Belgium.
(Reporting by Emmanuel Jarry, Writing by Richard Balmforth, Editing by Catherine Evans)