It is well known that given a finite set of strings of equal length, the Consensus String problem—the problem of deciding whether or not there exists a consensus string whose distance is at most r from every string in the given set—is proven to be NP-complete. A similar problem called the Closest Substring problem asks whether there exists a string w of length l such that each string in a given set L has a substring whose distance is at most r (called radius) from w. As the Closest Substring problem is a generalized version of the Consensus String problem, it is obvious that the problem is NP-hard for a finite set of strings. We show that the Closest Substring problem for regular languages represented by nondeterministic finite automata (NFAs) is PSPACE-complete. The main difference from the previous work is that we consider an infinite set of strings, which is recognized by an NFA as input instead of a finite set of strings. We also prove that the Closest Substring problem for acyclic NFAs lies in the second level of the polynomial-time hierarchy (formula presented) and is both NP-hard and coNP-hard.