The shootout at a rural farmhouse Friday left Filiberto Ojeda Rios dead and an FBI agent severely wounded with a bullet wound to the stomach.
Ojeda Rios, who jumped bail in 1990, has been accused of masterminding bombings, killings and a 1983 $7 million armed robbery in Connecticut.
Preliminary results from an autopsy said he bled to death after being hit by a single bullet. He was buried Tuesday, The Washington Post said.
An internal team usually investigates FBI shootings, but officials said they wanted a high-profile independent inquiry in this case because of the politically charged allegations. The commonwealth's Justice Department is undertaking its own investigation.
"Based on the preliminary information available to us, we have every reason to believe the agents acted properly," FBI spokesman John Miller said in Washington.