As searchers closed in, David Munis, 36, shot himself with a rifle in the chest, authorities said. Munis was found at a small camping trailer about five miles outside the search area, Albany County Sheriff's Lt. Michael Garcia said.
He was flown to a hospital and pronounced dead, ending a daylong manhunt in the Rogers Canyon area about 10 miles northeast of Laramie.
"I'm glad it's over," Garcia said. "People in the community can feel more at rest, people in Rogers Canyon can feel more at ease."
Munis' estranged wife, Robin Munis, 40, was singing with a classic-rock and country group at the Old Chicago restaurant and bar in Cheyenne early Saturday when a bullet pierced a plate glass door and hit her in the head, killing her.
On Monday night, Munis' truck was found in the mountains north of Laramie, about 50 miles west of Cheyenne. About 75 heavily armed officers searched the area Tuesday.
Sheriff's officials said they knew little about the anonymous rider who called 911 on a cell phone. But they said he didn't live in the area at the foot of the Laramie Range where he was riding around 7 p.m.
Munis was charged with first-degree murder earlier Tuesday.
The Munises were recently separated, and Robin Munis had contacted police just hours before she was shot to complain that he was making harassing calls to her cell phone.
Investigators said it was unclear whether the shot that killed her came from the restaurant parking lot, about 25 yards away, or from an open green space, roughly 100 yards off.
Witnesses told police that a pickup matching the one owned by David Munis was seen leaving the scene.
A handwritten note of about six pages, addressed to "Everyone," was found at Munis' home, police said Tuesday. "I'm calling it a near-confession," Cheyenne police Capt. Jeff Schulz said. "He does not come out and say, `I did it."' The police spokesman would not give details.
Police had suspected from the outset that Munis, a devoted hunter and outdoorsman, would flee into terrain where his training and experience could give him the advantage.
Munis has been a member of the Wyoming Army National Guard since 2003, was previously in the Army and was a 2001 graduate of the Army Sniper School at Fort Benning, Ga., according to the National Guard.
He was assigned to an infantry regiment at Ft. Campbell, Ky., according to Lt. Col. Kevin V. Arata, public affairs officer with the U.S. Army Human Resources Command. Arata said he couldn't determine from Munis' military records if he was ever in combat.