The United States warned Monday it would probe Osama bin Laden's support network in Pakistan, raising tough questions for its anti-terror ally after killing the Al-Qaeda kingpin in a daring raid.

President Barack Obama's top anti-terror adviser John Brennan said it was "inconceivable" bin Laden did not have a support network in Pakistan.

US officials are puzzled by the comfortable surroundings of the Abbottabad compound where bin Laden lived, and the fact that his presence in a fortified upscale building did not attract Pakistani authorities' suspicions.

In another sign of mistrust between Washington and Islamabad, Brennan said US officials did not notify Pakistan of the raid until its helicopters exited Pakistani airspace with bin Laden's remains.

World leaders welcomed the news but warned that Al-Qaeda's willingness to wreak havoc was undimmed and that reprisal attacks were likely.

Pakistan's main Taliban faction threatened to attack Pakistan and the United States, calling them "the enemies of Islam."

"If he (bin Laden) has become a martyr, it is a great victory for us because martyrdom is the aim of all of us," spokesman Ehsanullah Ehsan told AFP by phone.

An Internet outlet for official Al-Qaeda messages accepted the death of the "knight" who sacrificed his soul and money to fight the United States, according to US-based monitoring group SITE.

Hundreds took to the streets in Quetta, a Pakistani city believed to be home to the Afghanistan Taliban's ruling council, in Pakistan's first rally to honor bin Laden, burning a US flag and chanting anti-American slogans.

Elite troops from the US Navy SEALs carried out the assault, which lasted less than 40 minutes.

The exact circumstances of bin Laden's final moments remained unclear. One official confirmed the Al-Qaeda leader was shot in the head, and some reports also suggested he took a round to the chest.

Footage aired by the US network ABC inside the house showed blood on the floor in one room and broken computers in another, stripped of their hard drives.

Explosions, helicopters clattering overhead and gunfire tore locals from their sleep as they rushed to see what was going on, residents said.

Ejaz Mahmood, an Abbottabad tailor, said he heard a blast in the early hours and "saw a fireball coming down from the air."

One helicopter in the raid went down due to "mechanical failure" but was blown up by its crew, who left the compound along with the assault force on another chopper, a US official said.

The White House released a photo of Obama and key aides watching action unfold on the operation, apparently on a screen in the White House Situation Room.

Obama was sitting to one side, staring intently at the screen out of the shoot. Secretary of State Hillary Clinton had a hand over her mouth, while other officials looked on with deep concern etched on their faces.

Obama's gruff anti-terror adviser Brennan, who hunted the Al-Qaeda mastermind for 15 years, described how "minutes passed like days."

Residents in Abbottabad were stunned when they switched on their TV sets after daybreak to hear Obama announce that bin Laden had been killed in their hometown, which was soon engulfed by a heavy Pakistani security presence.

"We heard ambulance sirens and security people shouting. We saw fire and flames coming out," according to another resident too frightened to give his name.

Until now, bin Laden had always managed to evade US forces, despite a $25 million bounty on his head, and was most often thought to be hiding in the rugged moutainous terrain along the Afghan-Pakistani border.

His presence in Abbottabad – a leafy town home to an elite Pakistani military academy – heightened doubts about the Islamabad government's zeal for prosecuting the war on terror.

Clinton said "cooperation with Pakistan helped lead us to bin Laden and the compound in which he was hiding," but Brennan's more detailed comments revealed the independence of the US operation.

Pakistan's envoy to the United States, Husain Haqqani, promised in an earlier interview with CNN that a "full inquiry" would be held into any intelligence failures.

Leaders in both Afghanistan and India said bin Laden's discovery so close to Islamabad vindicated their claims of double-dealing by their nuclear-armed neighbor.