Shahzad, 30, entered the federal courtroom with his hands cuffed behind his back, The New York Times reported.
The hearing, already delayed several hours, began several minutes after Shahzad's lawyer, Philip Weinstein, conferred with a prosecutor and Miriam Goldman Cederbaum, U.S. District Court judge for the Southern District of New York.
The judge asked Shahzad to stand, then read the first charge in a 10-count indictment against him -- attempted use of weapon of mass destruction, count one.
The Times related this exchange between the judge and the defendant:
"How do you plead to that charge?" Cederbaum asked.
"I do plead guilty to that charge," Shahzad replied.
"I gather you want to plead guilty to all of them," Cederbaum said.
"Yes," Shahzad said.
Since his arrest May 3, Shahzad has been cooperating with federal authorities for more than two weeks without counsel and waiving his Miranda rights.
Shahzad was arrested two days after the May 1 bombing attempt involving an abandoned sport utility vehicle filled with explosives. He was taken into custody at John F. Kennedy International Airport after boarding a plane heading to Dubai in the United Arab Emirates.
Shahzad's cooperation with federal officials led to raids and arrests throughout the Northeast.