Libyan authorities have made several arrests in connection with the attack on the US consulate in Benghazi in which the ambassador was killed.
New Libyan Prime Minister Mustafa Abu Shaqur said investigation was making progress.
The attack happened on Tuesday during protests over a US-made film that mocks the Prophet Mohammed.
Similar protests have spread across the Middle East and North Africa and further unrest is expected on Friday.
Islamist groups and others have called for a "million-man march" in the Egyptian capital Cairo.