Two months before carrying out the attack from the 32nd floor of the Mandalay Bay Hotel, Paddock booked a pair of rooms across the street from Chicago's Grant Park, where the Lollapalooza music festival was held from August 3 to August 6, TMZ reported.
The Chicago hotel accounts that the shooter never checked in, but "specifically requested" that both his rooms had views of Grant Park, overlooking the festival's main stage.
Lollapalooza's lineup included Lorde, Muse, the Killers, Arcade Fire, Blink-182 and Chance the Rapper.
The revelations come as investigators are still trying to determine a motive for the Las Vegas shooting.
The Boston police department released a media statement on Thursday, saying that there was no immediate security threat to the city.
Paddock lived a low-key, private life, including spending hours playing highstakes video poker in Las Vegas casinos.
"He liked everybody to think that he was the guy", John Weinreich said. "This is all conjecture at this point", Lombardo said.
A picture of a computer screen at the Blackstone Hotel purports to show the check-in information and was published by TMZ, which first reported the hotel booking.
"One of the things that we're doing is we're putting a significantly larger number of undercover officers", said Anthony Riccio, chief of Chicago police's organised crime bureau.
The lodging near Fenway offers at best an obstructed view of the ballpark - and Paddock ultimately gave up on the search, officials said. Their sources say that neither Paddock nor his girlfriend had previously stayed at the hotel.
Police were reviewing video shot at the high-rise to check Paddock's movements.
Paddock led such a low-key, private life that no one seemed to know him well, and those who did had no sense he was capable of the deadliest mass shooting in modern American history.
Investigators were looking into the possibility that Paddock planned additional attacks, including a auto bombing, a federal law enforcement officials said.
Investigators trying to establish a motive have so far drawn a blank, with Federal Bureau of Investigation deputy director Andrew McCabe acknowledging: "We have a lot of work to do".
Paddock, 64, booked two rooms at the Blackstone Hotel across the street.