The terrorists who attacked India's financial capital had no links to any government, Pakistan's president said Monday amid claims that at least one of the gunmen belonged to a banned Pakistani terrorist group. Pakistani President Asif Ali Zardari called the attackers "non-state actors," and warned against letting their actions lead to greater enmity in the region. Tensions between Muslim Pakistan and Hindu-majority India flared after the attacks last week in Mumbai that killed at least 172 people and wounded 239 others. "Such a tragic incident must bring opportunity rather than the defeat of a nation," Zardari said in an interview with Aaj television. "We don't think the world's great nations and countries can be held hostage by non-state actors." A top Indian police officer said Sunday that the only gunman captured after the attacks said he belonged to 'Lashkar-e-Taiba,' a Pakistani terrorist group with links to the disputed Himalayan region of Kashmir Joint Police Commissioner Rakesh Maria added that the gunman, Ajmal Qasab, said he was trained at a camp in Pakistan. Lashkar has long been seen as a creation of the Pakistani intelligence service to help fight India in Kashmir. The group was banned in Pakistan in 2002 under pressure from the US, a year after Washington and Britain listed it a terrorist organization. Other Indian leaders have blamed "elements in Pakistan" for the attack, but have not said whether they believe the terrorists had the backing of any state agencies. Pakistani Prime Minister Syed Yousuf Raza Gilani said his country "would itself take action against the miscreants if there is any evidence against a Pakistani national," according to a statement released by his office. He also cautioned that India should not make allegations in the media. "The blame game should be avoided at all costs as [it] may affect the state of relations between the two countries," he said. Zardari's spokesman, Farhatullah Babar, said Islamabad has "demanded evidence of the complicity of any Pakistani group" but has received none. The nuclear-armed nations have fought three wars since the subcontinent was divided at the end of British colonial rule in 1947, two over the Himalayan region of Kashmir. The United States is watching the situation closely, knowing that any flare-up in tensions between the two countries could damage its hopes of defeating al-Qaida and the Taliban in Pakistan and Afghanistan. US Secretary of State Condoleezza Rice said she expects Pakistan to cooperate fully with any probe, something Islamabad has already said it will do so long as India gives it the evidence. "What we are emphasizing to the Pakistani government is the need to follow the evidence wherever it leads," Rice told reporters in London. "I don't want to jump to any conclusions myself on this, but I do think that this is a time for complete, absolute, total transparency and cooperation and that's what we expect." Rice is cutting short a European trip to visit India later this week Pakistan's prime minister, president and foreign minister have reached out to their counterparts in Asia, the US and Europe since the attack to talk about the tensions. Gilani has called for a meeting of all political party leaders Tuesday to reach consensus on post-Mumbai policy. Parliamentary opposition leader Chaudhry Nisar Ahmed Khan urged the government to be firm with India, saying any evidence of involvement by a Pakistani citizen should be presented to the country. "Put up or shut up," he said.