Opposition politician Mohammed Brahmi, gunned down outside his house, was the second such assassination in six months.
Tunisia's interior minister told lawmakers Thursday the CIA informed authorities Brahmi was a target and said there'd been a "failure" in the security services' response. He announced an investigation had been opened.
In the U.S., the CIA declined comment Thursday evening.
The Office of the Director of National Intelligence didn't immediately respond to requests for comment.
Brahmi's assassination pressured Tunisia's troubled Islamist-led coalition government, which came to power after the Arab Spring, but is struggling to rein in extremists.