Lollapalooza is an outdoor festival that takes place in Grant Park and spans four days.
Paddock requested a room with a view, but never showed up for his reservation, according to TMZ sources.
He was found dead of a self-inflicted gunshot wound in his room at the Mandalay Bay hotel, the same room from which he fired into the crowd below.
59 people were killed and at least 4527 injured when a crazed gunman opened fire on a country music festival in Las Vegas.
Officials have had an exceptionally hard time piecing together a motive for the mass shooting that took place last Sunday and left 58 people dead and nearly 500 people injured at an outdoor country music concert.
Investigators have also determined that Paddock booked three rooms at the Ogden, a luxury condominium tower in Las Vegas, between September 17 and September 28.
The gunman responsible for the worst shooting attack in modern USA history made attempts to buy ammunition that illuminated after it was sacked, a US official briefed on the ongoing investigation told CNN. Hickey said, "We just want to make sure that Mr. Campos and all of our officers are recognized for what they do every day, which is protect people".
Investigators are still probing whether anyone else might have had knowledge of Paddock's plans before the shooting, McMahill said.
The cache of explosives in Paddock's vehicle could indicate plans for a auto bomb, CNN law enforcement analyst Art Roderick said.
Security services are questioning Paddock's 62-year-old girlfriend Marilou Danley, who was in the Philippines when he carried out the attack.
Sheriff Lombardo confirmed that the paper was not a suicide note.
Discerning Paddock's motive has proven especially baffling as he had no criminal record, no known history of mental illness and no outward signs of social disaffection, political discontent or extremist ideology, police said.
Speaking through a lawyer, Ms Danley said: "I loved him and hoped for a quiet future together with him".
Authorities dismissed that notion, though, and Lombardo mentioned there was some evidence Paddock meant to leave the hotel alive.
Chicago police spokesman Anthony Guglielmi said authorities were aware of the report and that they have been in communication with the feds, WLS-TV of Chicago reported.
"She said he would lie in bed, just moaning and screaming, "Oh, my God", one of the former Federal Bureau of Investigation officials told NBC News.