"Russian secret services have information suggesting that the groups that attacked Mumbai had had contact with al-Qaeda," the source said. "In particular, the terrorist group Lashkar-e-Taiba. This group's militants undergo special training in al-Qaeda camps on the border between Pakistan and India."
The source also said that the Indian authorities had earlier considered the group an ordinary "criminal" gang.
He also said that Russian secret services had not so far received any request to assist their Indian colleagues in the investigation into the attacks.
Lashkar-e-Taiba has denied involvement in the attacks.
A series of terrorist attacks were carried out in Mumbai on Wednesday, killing over 100 people and leaving over 100 injured. Terrorists armed with submachine guns and grenades attacked hotels, the railway station, a cinema, and a hospital.
Indian authorities have said 125 people died and 327 were injured in the attacks.
People who escaped from the hotels described the militants as young men speaking Hindi or Urdu, and said they had attempted to round up all the British and American guests.
Hostages are still being held at the Oberoi-Trident hotel and a nearby Jewish centre and Indian commandoes have launched an operation to free them.
A previously unknown Islamist group calling itself the Deccan Mujahideen has claimed responsibility for the attacks.