The Israeli army had said it was probing the possible involvement of the Iran-backed Hezbollah after an initial inquiry into the March 15 incident suggested the suspect had crossed from Lebanon.
"We don't have to comment on every incident... sometimes our comment is no comment," Nasrallah said in a televised address.
"If Hezbollah has information, are we supposed to publish a statement and explain?" he said, adding the group's silence was part of its "battle" with Israel.
The Israeli army said last week that security forces had "neutralised a terrorist armed with an explosive belt and multiple weapons in a vehicle" in northern Israel, after a blast wounded a civilian.
According to Israeli military radio, the suspect used a ladder to climb over the border fence.
However the United Nations Interim Force in Lebanon said on Thursday it had "not observed any crossing of the Blue Line in recent days".
UNIFIL acts as a buffer between Lebanon and Israel, and operates in the south near the border.
Shiite militant group Hezbollah, considered a "terrorist" organisation by many Western governments, is the only Lebanese faction that kept its weapons after the end of the country's 1975-1990 civil war.
Israel and Hezbollah fought a devastating war in 2006 after the group captured two Israeli soldiers.
Nasrallah warned Wednesday that Hezbollah would "swiftly and surely respond" to any attack targeting Lebanon or anyone "on Lebanese soil".
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