"He has confessed to us that he masterminded a series of blasts in various churches and mosques killing at least eight people.
"We are investigating all his criminal activities in the past."
The NDA claimed responsibility for the bombing in May of a Catholic church in Kathmandu, the Nepali capital, that killed three people and an attack on a mosque in southern Nepal last year that also left three dead.
The group also said it carried out a bombing in Kathmandu in August at the headquarters of the Nepali Congress party, one of Nepal's main political parties.
No one was hurt in the attack, which caused only minor damage to the building.
A second bomb at the government's transportation department was disarmed successfully by police.
Nepal has been the scene of sporadic ethnic violence since a peace deal was reached between former rebel Maoists and the government in late 2006.
But there is little history of religious conflict in Nepal, where more than 80 per cent of the 27 million people are Hindu.