US officials said after the attack that the brothers, Cherif and Said Kouachi, had been on a US terror watchlist "for years".
French police say Coulibaly gunned down a policewoman in the suburb of Montrouge and may have shot a jogger on the outskirts of Paris before the bloody supermarket siege.
In a video posted online on Sunday, a man identifying himself as Coulibaly claims responsibility for the Montrouge attack in the name of the Islamic State group, and says he "coordinated" his actions with the Kouachi brothers.
Coulibaly and the brothers who carried out the Charlie Hebdo massacre were killed Friday by police in a dramatic climax to two hostage dramas after three days of terror in the heart of France.
Coulibaly was a repeat criminal offender also convicted for extremist activity.
Meanwhile the bodies of the four French Jews killed by Coulibaly - Yoav Hattab, Philippe Braham, Yohan Cohen and Francois-Michel Saada - were on their way to Israel early on Tuesday ahead of a funeral in Jerusalem.
- AFP