Palmer has had plenty of time since to contact US authorities, Grace said. He should know how to reach the agency "because we convicted him for lying about a bear kill" in Wisconsin in 2009, Grace said.
Federal officials want to get Palmer's version of what went wrong in a hunt that killed a rare lion with a black mane. Cecil was iconic in Zimbabwe, and his fame worth at least US$100,000 ($151,715) annually in eco-tourism, wildlife officials said.
Palmer's actions could have violated the US Lacey Act, a conservation law meant to shield animals from harm. The act, tied to a United Nations treaty for the protection of animals, governs the actions of Americans who violate the laws of foreign governments.
Grace also said the State Department is looking into the matter in Africa. Officials at the State Department did not respond to a request to confirm that information. The agencies often work closely to investigate crimes against wildlife, often involving the poaching of elephants and rhinoceroses throughout southern Africa.
Zimbabwe officials have said the hunt that brought down its famed lion was illegal, regardless of the US$50,000 Palmer paid for a permit.
Zimbabwean authorities charged Palmer's guide, professional hunter Theo Bronkhorst, in Cecil's death. Landowner Honest Trymore Ndlovu has also been named by the country's parks service as being complicit in Cecil's killing.
Earlier in the week, Zimbabwean officials said Palmer could face poaching charges as well.
The vitriol even landed on the doorstep of Palmer's Minnesota dental practice, where protesters assembled to call for his extradition. Stuffed animals sit at the doorstep and a sign saying "Rot in hell" has been posted on the door.
Palmer has issued a letter to his patients, which was obtained by the Star Tribune and KSTP-TV.
"The media interest in this matter - along with a substantial number of comments and calls from people who are angered by this situation and by the practice of hunting in general - has disrupted our business and our ability to see our patients," Palmer wrote.
He added that the practice will refer patients with immediate needs to other dentists for now and "we will do our best to resume normal operations as soon as possible".
Elephant next on hit-list
The man who shot Cecil the lion wanted to bag a giant elephant after killing the protected big cat but was unable to find one large enough for his liking, his guide disclosed yesterday.
Theo Bronkhorst said Walter Palmer shot Cecil with an arrow in long grass at 10pm and went to check on him the next morning. "We got there about 9am, and we found it and it was wounded, and the client then shot it, with his bow and arrow, and killed it."
It was then the hunters went over to him and saw he had a collar which identified him as being protected.
"We then went back to my place near Hwange. The client asked if we would find him an elephant larger than 63lbs [28.5kg, the weight of one tusk] which is a very large elephant, but I told him I would not be able to find one so big, so the client left the next day and went to Bulawayo for the night and then flew out [to Johannesburg] midday the following day."
- Telegraph Group Ltd, Washington Post