"They discussed this while driving around in a Mercedes SUV that they hijacked after they shot and killed the officer at MIT," the police commissioner said. "That plan, however, fell apart when they realized that the vehicle they hijacked was low on gas and ordered the driver to stop at a nearby gas station."
A day earlier, Kelly said that Dzhokhar Tsarnaev had talked about coming to New York "to party" after the attack and that there wasn't evidence of a plot against the city. But Kelly said a later interview with the suspect turned up the information.
"He was a lot more lucid and gave more detail in the second interrogation," Kelly said.
Kelly said there was no evidence New York was still a target. But in a show of force, police cruisers with blinking red lights were lined up in the middle of Times Square on Thursday afternoon, and uniformed officers stood shoulder to shoulder.
"Why are they standing like that? This is supposed to make me feel safer?" asked Elisabeth Bennecib, a tourist and legal consultant from Toulouse, France. "It makes me feel more anxious, like something bad is about to happen."
Above the square, an electronic news ticker announced that the Boston Marathon suspects' next target might have been Times Square.
Outside Penn Station, Wayne Harris, a schoolteacher from Queens, said: "We don't know when a terrorist attack will happen next in New York, but it will happen. It didn't happen this time, by the grace of God. God protected us this time."
In 2010, Times Square was targeted with a car bomb that never went off. Pakistani immigrant Faisal Shahzad had planted a bomb in an SUV, but street vendors noticed smoke and it was disabled. Shahzad was arrested as he tried to leave the country and was sentenced to life in prison.
With tens of millions of dollars in federal homeland security funding at stake, Bloomberg and Kelly have repeatedly sought to remind the public that New York remains at the top of terrorists' wish list. They have said the city has been targeted in more than a dozen plots since 9/11.
Kelly said Dzhokhar was photographed in Times Square with friends in April 2012 and was in the city again in November 2012, but "we don't know if those visits were related in any way to what he described as the brothers' spontaneous decision to hit Times Square."
He said the police intelligence division is trying to establish Dzhokhar's movements in the city and determine who might have been with him.
Meanwhile, the Tsarnaev brothers' father said he is leaving Russia for the U.S. in the next day or two, but their mother said she was still thinking it over.
Anzor Tsarnaev has expressed a desire to go to the U.S. to find out what happened with his sons, defend the hospitalized son and, if possible, bring the older son's body back to Russia for burial.
Their mother, Zubeidat Tsarnaeva, who was charged with shoplifting in the U.S. last summer, said she has been assured by lawyers that she would not be arrested, but was still deciding whether to go.
Associated Press writers Verena Dobnik and Tom Hays in New York contributed to this story.