The Salt Lake Tribune reported on its Web site Thursday that Daniel James Murray allegedly made the remark to a teller at a bank in St. George on May 27 as he withdrew $13,000 from an account.
The U.S. Secret Service filed an affidavit alleging Murray withdrew $85,000 on May 19, CBS News reports.
Murray's whereabouts are unknown. A court affidavit says Murray is from New York and has recently been in California, Utah, Georgia, Oklahoma and possibly Texas.
Investigators say Murray drives a blue 2001 Buick LeSabre with a New York license plate, "ERL 1445," CBS News reports. He allegedly blames the president for a banking system he says will fail and cause worldwide chaos, according to investigators.
The U.S. Secret Service says Murray has at least eight registered firearms, the Tribune reported.
Malcolm Wiley, a spokesman for the Secret Service in Washington, told The Associated Press he had no comment Thursday.