"We are looking into the al Qaeda aspect also in the investigations into attack on Shaukat Aziz," Information Minister Sheikh Rashid told AFP.
"It is too early to say that al Qaeda was behind the attack on Aziz at this point as investigations are underway," he said.
"We are trying to examine the website on which the claim has been posted," Rashid said.
"It is the first time that an al Qaeda-linked group has claimed responsibility for attack on a Pakistani leader," Rashid said.
A militant group on Saturday posted a statement on a website in Arabic, which claimed responsibility for Friday's suicide assassination attempt on Finance Minister Shaukat Aziz and warned of more bloody attacks against pro-US officials.
The Islambouli Brigades of Al Qaeda - a previously unknown group - did not name Shaukat Aziz in the statement posted on an Islamist website, but said it had targeted one of the men of the "American infidel in Pakistan".
The authenticity of the statement could not be verified.
"With this blow, we are delivering a message to the Pakistani government and its treacherous head, Pervez Musharraf, who is still extraditing Mujahideen to America to appease it," the statement said.
"Yesterday's attack will be followed by more painful blows if you do not stop blindly obeying the orders of that lowlife (US President George W.) Bush. If you don't stop, the Mujahideen will ... wage a bloody war in Pakistan."