In a televised address to Islamabad's parliament, Gilani affirmed the government's full confidence in the military and spy agencies which are accused of failing to spot bin Laden hiding under their noses.
"We are determined to get to the bottom of the how, when and why about Osama bin Laden's presence in Abbottabad and an investigation will be carried out," he said. He later added the inquiry would be conducted by a top Pakistani general.
Gilani also criticised the US raid that killed bin Laden, despite an earlier statement that it had been a "great victory" for counter-terror efforts.
Earlier, the pan-Arab satellite Al-Arabiya television quoted Interior Minister Rehman Malik as saying Islamabad became aware of the operation that killed Osama bin Laden 15 minutes after it had begun but did not know the target.
Helicopter-borne US commandos carried out a raid lasting less than 40 minutes, killed bin Laden and took away his body from a mansion near a Pakistani military facility outside Islamabad on 2 May.