According to the 106-page dossier of the National Investigation Agency (NIA), prepared after the detailed questioning of Headley in the US, he had told the Indian investigators that they should not ask him any questions pertaining to his immediate family.
"I got married to Shazia Gilani in Pakistani in the year 1999...I do not want to discuss the details of my in-law's family as they have nothing to do with my activities...," Headley is quoted as saying in the dossier.
Further stonewalling information about his immediate family, especially his first wife, Headley told the NIA team that "my request would be not to ask questions relating to my immediate family members."
NIA had been briefed to probe the role of 50-year-old Headley's family especially in the context of statements made by his second wife Faiza Outalha, claiming that members of the family were in the know about his activities and relations with Lashker-e-Taiba and his nefarious designs in India.
When the US was delaying providing access to Headley earlier this year, Indian officials had asked their American counterparts to at least provide access to his wife -- Shazia -- with a reasoning that she had claimed in her statement that she knew about his role.
Sources in the government establishment feel that questioning of his US-based wife and another girlfriend may help them in getting more insight into Headley's activities in Pakistan and India.
Also in the light of the American media reporting that several complaints had been registered with the Federal Bureau of Investigation and the US Mission in Islamabad about Headley's association with LeT had also necessitated the need for questioning the family of the American-born terrorist, the sources said.
The sources also feel that some people in the Pakistani Government were helping Headley and the reason behind this belief was that how could his Moroccan wife enter India through Wagah border when this point is exclusively meant for citizens of India and Pakistan.
Outalha is a Moroccan passport holder and could only use the route through special permission from the Pakistani foreign office. It may be mentioned here that Headley alias Daood Gilani has two half-brothers -- Hamza and Daanyal Gilani -- and both of them are officers in the Pakistan Government.
In his reply to NIA, Headley had said, "Daanyal was also posted as the information officer in the Prime Minister's Office and my father worked in the Pakistan Broadcasting Department. He had gone to the US on deputation to Voice of America."