Boston Police Commissioner William Evans said authorities will be stepping up security for concerts and sporting events following the shooting in Las Vegas.
According to the Associated Press, Paddock booked rooms overlooking two other music festivals in Las Vegas and Chicago prior to Sunday night's shooting.
The Las Vegas shooter who killed almost 60 people and wounded more than 500 at a concert Sunday reportedly researched locations in Boston.
Boston police told NBC News on Thursday they were aware that Paddock had scouted out the city.
NBC News reported that Paddock researched hotels around Fenway Park, according to an anonymous law enforcement official.
Governor Charlie Baker spoke Thursday, saying, "There is no evidence of an imminent threat that has anything to do with MA".
Extra security procedures will be in place for Sunday's Red Sox game at Fenway Park, and fans are urged to arrive at the ballpark early.More news: Turkey-backed rebels launch offensive on Idlib jihadists
We are aware of the media reports.
The Red Sox said in a statement that they have been told there's now no credible threat to Fenway Park.
Paddock, 64, booked a room in a Chicago hotel but did not show up, the officials said.
The FBI Boston Division said there is no information to indicate any additional threat, and "Any possible nexus to Boston discovered during the ongoing investigation has and will be immediately briefed to the Boston Police Department, and other affected law enforcement agencies".
Paddock opened fire on a music festival in Vegas on Sunday night, killing almost 60 people and wounding hundreds more.
Though it is unclear what his intentions with those actions, he ultimately chose to mount an attack from the Mandalay Bay Resort and Casino across the street from the Route 91 Harvest country music festival held last weekend.