Hale issued a statement from prison through his mother, Evelyn Hutcheson, who speaks with her son by phone every week. "I want the perpetrator caught or prosecuted," Hale said.
"There is simply no way that any supporter of mine would commit such a heinous crime," Hale said. "I only hope they sincerely wish to apprehend this animal instead of railroading the innocent."
"Only an idiot would think that I would do this."
FBI agents investigating the slayings have been focusing on white supremacist groups, and a federal grand jury was convened to issue subpoenas, the Chicago Tribune reported Wednesday, citing unidentified sources.
Lefkow arrived home after work Monday to find the bodies of her husband, Michael Lefkow, 64, and her mother, Donna Humphrey, 89, in the basement. They had been shot to death. Humphrey, who lived in Denver, was visiting her daughter.
Lefkow vowed to return to the bench. "Nobody is going to intimidate me off my duty," she told the Chicago Sun-Times in an interview published Thursday.
The judge said she always knew her job could put her at risk but never thought it would endanger her family.
"I think we all sort of go into this thinking it's a possibility, but you don't think it's going to happen to you because it's so unthinkable," she told the Chicago Tribune.
Police have released sketches of two "persons of interest," saying they want to interview them based on witness statements. One, a man in his mid-20s, was seen in a car near the home of Lefkow. The other, a man in his 50s, was wearing dark coveralls and a dark knit cap. Both are white.
Jail officials moved Hale this week from a cell with a radio and legal materials he used while serving as his own attorney to a cell with nothing but a bed, sink and toilet, his father said. He said jail officials gave no reason for the move.
The shootings came a month before Hale, 33, is to face a jail sentence of up to 40 years for attempting to arrange the murder of Lefkow, who presided over a trademark dispute involving the name of Hale's organization
Investigators hope that physical evidence found in the basement where Michael Lefkow and Donna Humphrey were slain will point to specific suspects.
Both victims had been shot multiple times, according to the Cook County Medical Examiner's office, and police found two .22-caliber casings at the scene. Investigators believe the victims were forced to lie on the basement floor before being shot.
A federal source said a shard of glass from a broken window in the home contained a fingerprint and was flown to Washington for examination. The source said police also were analyzing a bloody footprint left at the home.