Dupnik said investigators are not convinced that the suspect came to the supermarket alone. He said investigators were looking for a man seen near the suspect.

Authorities did not know whether the person they sought actually had any connection with Loughner, a law enforcement source told CNN.

Authorities have a piece of evidence that indicates this second individual was in close proximity to the store, the source said, but declined to elaborate.

Investigators were trying to interview witnesses to determine if there was a connection between the two men, the source said.