Mr Holder told a news conference that investigators were pursuing "a number of leads", adding: "We will not rest until we have brought everyone responsible to justice."
He urged the American people to "remain vigilant" and report anything suspicious to the authorities.
Mr Holder said the attempted car bombing "would have been a deadly attack had it been successful".
He added: "It's clear that the intent behind this terrorist act was to kill Americans."
Times Square was packed with tourists and theatregoers when a street vendor raised the alarm.
Police evacuated a wide area of the district and closed subway lines, while a controlled explosion was carried out.
Officials said the bomb was crude, but could have sparked a "significant fireball".
