Ibragim Todashev, a 27-year-old mixed martial arts fighter, was gunned down at his home during a meeting with the agent and two Massachusetts state troopers, authorities said.
The agent was taken to a hospital with injuries that were not life-threatening.
The FBI gave no details on what investigators had hoped to learn from Todashev.
Khusn Taramiv — who described himself as a friend of Todashev — told Orlando TV station WESH that Todashev had known one of the Boston Marathon bombing suspects, Tamerlan Tsarnaev, from mixed martial arts fighting.
Public records also show that Todashev lived in Watertown, Massachusetts, last year.
The authorities “were talking to us, both of us, right”, Taramiv said. “And they said they need him for a little more, for a couple more hours, and I left, and they told me they’re going to bring him back. They never brought him back.”
Tamerlan Tsarnaev was killed in a shootout with police days after the Apr 15 bombings. His brother, Dzhokhar is charged with carrying out the attacks that killed three and wounded more than 260.
Saeed Dunkaez, a roommate of Todashev’s, told The Associated Press that Todashev had lived off and on with a group of other Chechens in a townhouse in Kissimmee, Orlando.
“He’s a regular guy, nothing wrong,” Dunkaez said. He said the roommates had been interviewed about the bombing in recent days.
An FBI team was dispatched from Washington to review the shooting — a standard step in such cases. The FBI initially said the agent fired the fatal shot, but later in the day the bureau left open the question of who was responsible.
Todashev was arrested earlier this month on a charge of aggravated battery after getting into a fight over a parking spot with a father and son at an Orlando shopping centre. The son was hospitalised with a split lip and had several teeth knocked out, a report from the Orange County Sheriff’s Office said. Todashev claimed self-defence.