Counter-terror agencies are facing scrutiny after it emerged that Khuram Shazad Butt was investigated in 2015, but was "prioritised in the lower echelons" of investigate work after officers found no evidence to suggest an attack was being planned.
He also appeared in Channel 4 documentary The Jihadis Next Door last year.
The Foreign Secretary told Sky News: "People are going to look at the front pages today and they're going to say 'how on Earth could we have let this guy or possibly more through the net?'
"'What happened, how could he possibly be on a Channel 4 programme and be committing atrocities like this?'
"That is a question that will need to be answered by MI5, by the police, as the investigation goes on."