Steve Ballmer told the BBC: "Is it fair to say we're going to do more hardware? Obviously we are... Where we see important opportunities to set a new standard, yeah we'll dive in."
The chief executive's comments came ahead of a Windows 8 launch event in New York, following which Microsoft's Surface tablet will go on sale.
News other devices are likely to follow may worry some of the firm's partners.
Mr Ballmer caused a stir when he revealed in June that his company was making its own family of tablet computers - one offering extended battery-life powered by an Arm-based chip, the other using Intel's technology to offer a deeper Windows experience.
Until now Microsoft had focused on software and relied on third-parties to make hardware, with a few exceptions such as its Xbox games consoles and Kinect gesture sensors.