"It's concerning that our partners don't use all of our data," said Director Christopher Piehota, interviewed on CNN.
"We provide them with tools. We provide them with support, and I would find it concerning that they don't use these tools to help screen for their own aviation security, maritime security, border screening, visas, things like that for travel," Piehota said.
While the United States has a centralised database for suspected terrorists, in the European Union each country maintains its own watch list.
Last month's bombings at Brussels airport have revived criticism of the alleged weakness of Belgian police and its intelligence services, charges that local officials have rejected.
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Ibrahim El Bakraoui, one of the two suicide bombers who struck the Brussels airport, was on a US counterterrorism watch list even before the November Paris attacks, CNN reported in March.
His younger brother Khalid, who blew himself up at Brussels' Maalbeek metro station, was added to the list "soon after the Paris attacks," CNN said, without specifying which US counterterrorism list.
Piehota said that if the Brussels attackers "were on our list and they were properly identified they may have been caught at our borders."
US officials "rely on our partners" to look for suspects "and conduct investigations and operations that help us identify them," Piehota said.