The Federal Bureau of Investigation said the man initiated a "violent confrontation" during questioning in Orlando, Florida and was killed, and that an FBI agent suffered "non-life threatening injuries."
The man, identified by the Orlando Sentinel newspaper as Ibragim Todashev, 27, was being questioned by the FBI agent, two Massachusetts state troopers and other law enforcement personnel.
Todashev attacked the FBI agent with a knife just as he was about to sign a confession that he had played a role in the triple murder, local media cited investigators as saying.
All three bodies were found nearly decapitated, covered with marijuana and thousands of dollars in cash.
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Local NBC television affiliate WESH said Todashev and Tsarnaev killed Brendan Mess, 25, Raphael Teken, 37, and Eric Weissman, 31, after ripping them off for drugs because they did not want the men to later identify them.
Tsarnaev, 26, and his 19-year-old brother Dzhokhar are alleged to have carried out the April 15 bombings at the Boston Marathon, which killed three people and wounded more than 260.
A probable cause hearing for the younger Tsarnaev, currently being treated at a medical detention center outside of Boston for wounds sustained before his arrest, is scheduled to ttake place on July 2. It would mark his first public appearance since the attacks.
Federal prosecutors have charged him with using and conspiring to use a weapon of mass destruction, as well as with the malicious destruction of property by means of deadly explosives.
He could face the death penalty if convicted.
"He felt like there was going to be a set-up, bad set-up against him," Taramiv said, noting that the FBI interviewed him and Todashev for nearly three hours.
"He told me they are making up such crazy stuff, I don't know what they are doing.