Suspicions of a potential connection were raised by Anders Behring Breivik's email list, which Norwegian detectives investigating the massacre he carried out this summer, have passed on to their German colleagues, the magazine wrote on Sunday.
The Augsburg state security authorities had invited several far-Right extremists to interview in connection with the attack in Oslo of July 22.
Breivik, 32, had set off a bomb in the Norwegian capital's government quarter which killed eight people, before setting off to the island of Utoya where he gunned down 69 participants in a social democrat youth summer camp.
Those Bavarians concerned included Roland Wuttke, chairman of the National Democratic Party (NPD) Upper Bavaria section. He denies all contact to Breivik, and wrote an open letter to the Augsburg police saying the invitation to interview was nothing more than propaganda. He said he would not attend as he had nothing to say.
He and 25 colleagues were investigated in 2009 for incitement, Der Spiegel reported.