30-year-old Wallace Bowman Jr., of Bowie was being held in the Archer County Jail in lieu of a $3 million bond. He did not have an attorney.
Authorities say Bowman led them to the body of 46-year-old Mindy Daffern.
Daffern went missing Friday, when surveillance footage showed her being confronted by an unmasked man at her family's store in Scotland.
Her body was found in the small town of Sunset, some 50 miles away.
Archer County Sheriff Ed Daniels expects Bowman to be charged with capital murder in Daffern's death. On Sunday, Bowman was being held on charges of aggravated robbery and kidnapping.
"She was just a down to earth, good person," Daniels said of Daffern. They're a very close-knit family and of course it's just completely devastated the family."
Court records show Bowman was convicted of sexual assault in 1997 and sentenced to seven years in prison. He also failed to register as a sex offender in 2004. Bowman was given probation after being convicted for burglary of a building in 1996.
Video from one store camera showed a man casually walking into the store and handing Daffern a cup, then pulling out a handgun and pointing it at her face.
A second camera showed the gunman walking her out of the store. Daffern was seen handing the cup back to the map, who sipped from it while holding the gun on her with his other hand. Daffern had her hands up and appeared to plead with the man. Video from a third camera showed a sport utility vehicle leaving store parking lot.
On the video, the gunman showed no apparent concern about appearing on camera and his face was clearly visible.
"I'm not sure he realized those were cameras, I don't know," Daniels said. "I haven't talked to him, I don't know what he was thinking at that point."
Bowie police began searching for Bowman after recognizing him on the video. On Saturday, police found an SUV matching the vehicle on the video at a motel about 40 miles away, Daniels said.
Authorities found Bowman at the motel Saturday morning. He was unarmed and the weapon used in the crime has not been found, Daniels said.
He initially told authorities he'd let Daffern out of the vehicle at a rural road in Archer County and that she'd run across a field, the sheriff said. "There was nothing in that field to indicate she'd ever been there," Daniels said.