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The man, who has not yet been named, turned up at MI5's headquarters in London in August, the Sun reports. He was allegedly 'moved on' by security personnel after demanding to be let in.
Officers arrested the man, believed to be a migrant from West Africa, at 5.40am on Tuesday morning on suspicion of murder.
Nottinghamshire Police applied to magistrates for an extension to question the 31-year-old man on Wednesday and were granted another 36 hours.
A man who killed three people and injured three others in Nottingham tried to gain entry to a homeless hostel during his rampage, it has emerged.
Sky News has obtained a CCTV image of the suspect as he looked for a way into Seely Hirst House residential home. He was seen trying to climb in an open window but a resident woke up and punched him, sending him stumbling back to the ground.