The Indian government Sunday claimed that the arrested U.S. terror suspect, David Coleman Headley, had visited India, including Mumbai, on a number of occasions, before he was nabbed by the FBI in Chicago last month. 'We do know that Headley had visited India a number of times. That is being investigated. He has been in Mumbai and some other places,' Indian Home Secretary G.K. Pillai said. The Indian government recently sent an intelligence team to interrogate 49-year- old Headley, who was arrested by the FBI in Chicago along with his associate Tahawwur Hussain Rana, a Canadian citizen of Pakistani origin, for allegedly plotting terror attacks against India and Denmark at the behest of Pakistan- based banned terror outfit Lashkar-e-Toiba (LeT). Details of conversation between Headley and Rana, submitted by prosecutors to the Chicago court last week, indicates that the LeT was giving priority to its attack on the National Defense College over other targets. The reference to the National Defense College as a target was made by the duo during their conversation on Sept. 7, which was recorded by the FBI. 