Some 489 people were also injured when Paddock strafed an outdoor concert with gunfire on Sunday night from his 32nd-floor suite of the Mandalay Bay hotel on the Las Vegas Strip.
According to a report by TMZ, a screengrab of the reservations at the Blackstone Hotel in Chicago showed Paddock booked two rooms during the same dates of the festival.
The downtown hotel overlooks Grant Park where the Lollapalooza festival is held each year and is attended by hundreds of thousands of people.
TMZ said both rooms had a checkout of August 6th.
The official said no evidence has been found that Paddock ever came to Chicago that weekend.
Officers found the suspect down on the ground, Lombardo said.
Officials have also confirmed that the Las Vegas shooter rented another room in downtown around the same time as an alternative music festival held September 22-24. Her lawyer, Matt Lombard, said his client was co-operating fully with authorities.
He said at the time that they had information that Paddock may have attended Life is handsome.
Investigators have zeroed in on a weapon-buying binge Paddock went on in the year before the attack.
Meanwhile, Paddock's girlfriend Marilou Danley has arrived back in the United States for questioning - releasing a statement in which she has claimed that she was "sent away" to the Philippines by Paddock to prevent her from thwarting his plans.
Police recovered almost 50 firearms from three locations they searched, almost half of them from the hotel suite. "We don't know yet", Lombardo said.
The person was not authorized to speak publicly and disclosed the information to The Associated Press only on condition of anonymity. But she later feared it was a way to break up with her.
Ms Danley was out of the country at the time of the attack and said Paddock sent her to see her family in her native Philippines. He had no known criminal record and nearly no close friends or social media presence.