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7 year oldMarilou Danley was met by federal agents as she landed in Los Angeles from the Philippines on Tuesday night.
Paddock reportedly wired $100,000 (£75,400) to her in the Philippines before the rampage.
US President Donald Trump and his wife, Melania, arrived in Las Vegas on Wednesday to console a shocked nation.
"Well, it's a very sad thing," Mr Trump told reporters at the White House as he left for Nevada.
"We're going to pay our respects and to see the police who have done really a fantastic job in a very short time."
The president also said "a lot more" was emerging about the gunman. "That'll be announced at the appropriate time," he added.
From his 32nd-floor suite at the Mandalay Bay Hotel, Paddock, a retired accountant with no criminal record, sprayed bullets into a crowd at a country music festival below. He killed 58 concertgoers and injured more than 500, before apparently killing himself.
Police officials quoted by the Reuters news agency said they hoped Ms Danley - an Australian citizen who moved to the US 20 years ago - would consent to be interviewed voluntarily.
US authorities have named Ms Danley a "person of interest" in their investigation, , and said they made contact with her shortly after the shooting.
She had been in the Philippines since late September, local media reported.
Her sisters told Australian outlet 7News that Ms Danley had not known about the trip until Paddock told her he had bought her a ticket to the Philippines. "She was sent away... so that she will not be there to interfere with what he's planning," they said.
Paddock checked into the Mandalay Bay Hotel on 28 September, reportedly using some of Ms Danley's identity documents.
The Philippines' National Bureau of Investigation told AFP news agency it was investigating reports that Paddock sent $100,000 to Ms Danley in the Philippines days before the shooting.
Ms Danley's sisters also told 7News that she had been wired that amount in the Philippines.
An unnamed US official told Reuters news agency that investigators were assuming the amount was intended as a form of life insurance.
Eric Paddock, the youngest brother of Stephen Paddock, told the New York Timesthat his brother loved and doted on Ms Danley.
"She was probably one of the only people I've ever seen that he'd go out of his way to do a little thing for," he said.
But the pair are also said to have had a turbulent relationship, according to other reports. The Los Angeles Times has spoken to people who witnessed Paddock verbally abusing Ms Danley at a coffee shop in Mesquite, Nevada.
Who was ex-accountant-turned-killer?
Sources: Australian Broadcasting Corporation, US media outlets
Police say Paddock set up a number of cameras in and around his hotel suite.
Two cameras in the hallway and one in the peephole allowed him to see if "law enforcement or security" were approaching, they said.
Although the authorities are still unable to explain why a 64-year-old gambler and retired accountant should want to carry out a mass shooting by hauling such a vast arsenal of weapons to the hotel, they do know there was a high degree of planning.
The authorities in Las Vegas revised the death toll down from 59 on Tuesday evening, saying that one of the bodies was that of the gunman.
Clark County Sheriff Joseph Lombardo told reporters: "It was pre-planned extensively and I'm pretty sure he evaluated everything he did in his actions."
Undersheriff Kevin McMahill suggested the attack may have stopped when Paddock was disturbed, shooting a security guard.
President Trump is in no doubt. He described Paddock as "a sick man, a demented man".
But a senior US homeland security official, speaking on condition of anonymity to news agency Reuters, said there was "no evidence" of "mental illness or brain damage".
Reports on Wednesday said Paddock was prescribed an anti-anxiety drug in June, but this has not been officially confirmed.
Nor have police found links to any foreign or domestic terrorist organisations, despite the claims made by the group known as Islamic State that the gunman was acting on their behalf.
Paddock, who had a big gambling habit, lived in a community of senior citizens in the small town of Mesquite, north-east of Las Vegas.
He reportedly shared his house there with Marilou Danley.
Nineteen firearms, some explosives and several thousand rounds of ammunition with electronic devices were found at the property.
According to reports, Paddock had a troubled upbringing - his father was a bank robber who regularly beat him and his three brothers, while his mother struggled to cope bringing up the family.
A contrasting picture of the gunman has emerged - with some describing him as cold and stand-offish and others saying he was friendly. One of his three brothers told US media that he gave financial support to his elderly mother.
The shooting has prompted calls for reform to US gun laws.
But Mr Trump - who has been backed by the National Rifle Association, and spoke often of protecting gun rights during his campaign - has tried to steer clear of leaning too far either way.
After visiting Puerto Rico on Tuesday, he said "perhaps that [time] will come" for a debate.
The final shows of the three-day Route 91 country music festival were in full swing when the gunman struck.
According to police, Paddock had booked into the hotel four days earlier, on 28 September, reportedly using some of Ms Danley's identity documents.
22:08
Police on the ground report 'shots fired'
22:14 Officer on 31st floor says shots coming from 'one floor above'
22:20 'It's been a while since we heard any shots,' one officer says
22:27 Officer reports that a hotel security guard has been 'shot on 32nd floor'
23:20 Swat teams enter gunman's room. They find 'one suspect down'
Aside from the 23 guns found in the two-room hotel suite, Sheriff Lombardo said there were 10 suitcases.
Thousands were enjoying a performance by singer Jason Aldean when the first of several bursts of gunfire rang out, starting at 22:08 local time (05:08 GMT on Monday).
Hundreds of shots were fired over the course of nine minutes, according to police.
Concert-goers scrambled for cover, flattening themselves against the ground, rushing for the exits or helping others to escape as Paddock sprayed the site from his high vantage point.
It is thought he moved between two windows in his suite as he carried out the attack.
A specialised Swat police team later stormed the suite to find Paddock shot dead.
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