Sky’s Ian Woods said the Norwegian intelligence service had not acted on the information about because they did not believe it was “relevant”.
In his first court appearance since the horrific attacks on Friday, Breivik admitted he was responsible but pleaded not guilty.
He also revealed that there are “two further cells” in his terror organisation which the judge said will be investigated.
He had previously said he was acting alone and police currently have no other suspects.
But in a press conference officers said they “cannot completely rule out that someone else was involved”.
In a statement he said he had carried out the attacks because he wanted to “save Norway and Western Europe from a Muslim takeover”.
He accused the Labour party of “mass imports of Muslims” and said the objective behind the terror plot was to give a “sharp signal to the people”.
The 32-year-old said his bombing of government buildings in Oslo and shooting spree at a summer camp on Utoya island for Labour’s youth wing was aimed at deterring future recruitment to the Labour party.
Friday’s tragedy started when Breivik set off a car bomb near government headquarters in Oslo.
Police have said the number of people killed in the blast has increased to eight, with a further 30 injured.
Ninety minutes later Breivik opened fire on hundreds of teenagers assembled for the youth camp on Utoya. The death toll for that massacre has now been revised down to 68.
Survivors Remember Norway Massacre
The overall total for both attacks had previously been given as at least 93.
It is hoped that identification of the victims will be completed by Thursday.
Several others are said to still be missing and 50 officers are searching for evidence on Utoya.
Thousands of people have gathered in Oslo for a ‘Rose March’ where the flowers, which are the Labour party’s symbol, will be scattered on the city’s streets in memory of the dead.
Breivik has been charged with terrorism offences and will be remanded in custody for eight weeks, including spending the first four weeks in solitary confinement with no visitors, letters or access to media.
Judge Heger said it was important Breivik could not communicate with other people.
He also refused his request to wear a uniform in court. Breivik was dressed as a policeman when he carried out the shootings on Utoya, 20 miles (35km) from Oslo.
The prosecution said Breivik had behaved calmly and did not seem to be affected by events. They said he understood that he would spend the rest of his life behind bars.
His father has been reported as saying his son should have committed suicide.
Speaking from his home in France Jens Breivik told TV2: “I think that ultimately he should have taken his own life rather than kill so many people.”
The pair have not been in contact for several years.
The self-styled crusader had asked for an open hearing so he could explain his actions to the public.
But the judge ruled the court would be closed after police and prosecutors voiced concerns he might try to send coded messages to fellow extremists.
None of his victims has been named except for one – 51-year-old Trond Berntsen, the stepbrother of crown princess Mette-Marit.
Earlier, hundreds of people gathered in Oslo for a minute’s silence and to lay flowers or light candles for the victims.
The attacks have left Norway, a small and wealthy country unused to political violence, in a state of shock.