"I don't know. We don't know. We don't have any unique insight as to who did this," Clapper told the Council on Foreign Relations, a New York think tank, Monday.
Clapper added that the anti-US allegations were made to "create discontent in the political fabric of Russia."
Nemtsov was gunned down in Moscow at 11:40 p.m. last Friday (20:40 GMT), after four shots were fired in his back while he was walking with a female companion across the Zamoskvoretsky Bridge, according to the Russian Interior Ministry.
On March 1, thousands of people took to the streets of Moscow to commemorate the dead politician. According to Moscow police, about 21,000 people gathered for the march, with various opposition sources putting the number between 50,000 and 100,000.