Yavapai County Sheriff Steve Waugh said the deaths of Kirby Brown, 38, of Westtown N.Y. and James Shore, 40, of Milwaukee were not accidental.
"A combination of circumstances led to the deaths," Waugh told reporters. "Whether or not we can prove a criminal case, that has yet to be determined."
More coverage of the sweat lodge deaths from Crimesider
Waugh said investigators are looking at the way the sweat lodge was built, the fact that people had fallen ill at previous sweat ceremonies led by Ray, and questionable medical care on site. Ray is the primary focus of the probe but others also are being investigated, the sheriff said.
Shawna Bowen, a therapist who happened to arrive at the scene, said on "The Early Show" Friday she didn't see Ray attending to anyone personally. Instead, she said, he was letting paramedics help people who needed medical attention.
Bowen, who said she's been a sweat lodge participant for nine years, said she was "confused" when over Ray's sweat lodge set-up, citing things she heard from people who were inside the lodge, including that they couldn't get fresh air.
"As I processed, I felt myself very confused," she said. "I looked up to this man, and given what I know about the sweat lodge, and what I saw, I was confused emotionally, and wondered what he planned to say or do and how he planned to respond to what had happened."
A call to Ray's spokesman wasn't immediately returned after the sheriff's announcement.
Ray led more than 50 people into a makeshift sweat lodge at a retreat outside Sedona, Ariz., on Oct. 8. After about two hours, Brown and Shore were pulled out of the sweat lodge. Nineteen other people were taken to hospitals, and one remains in critical condition.
"He's a motivational speaker who tried his hand at very dangerous physical things, and it was reckless," Brown's cousin and family spokesman Tom McFeeley said of the sheriff's announcement. "It doesn't surprise us in the least."
A search warrant was served Wednesday at Ray's Carlsbad, Calif.-based company, James Ray International. Deputies were looking for medical records of those attending the Sedona retreat and other, unspecified items, Waugh said.
Ray declined to be interviewed by the sheriff's office on the night of the incident and returned to California.
The motivational speaker, author and self-help guru offers clients the promise of both spiritual and financial wealth if they sign on to his programs. The five-day "Spiritual Warrior" course during which the deaths occurred had about 50 participants who paid more than $9,000 each.
The culmination was the sweat lodge ceremony that ended in tragedy. Records obtained by The Associated Press on Tuesday showed local fire officials responded to the same retreat for a person who fell unconscious during a Ray-led sweat ceremony in 2005.
Ray held a telephone conference call with many of the sweat ceremony on Wednesday, according to people on the call. A recording of the call was made and transcribed by one of the listeners, said McFeeley, who also listened in and provided the transcript to the Associated Press.
During the call, Ray stressed the importance of eating healthy food, exercising, resting, meditation and surrounding themselves with "like-minded individuals."
"Remember all that we've learned and experienced and knowing by law of the universe that out of every apparent chaos comes a greater state of order, an order that never existed prior to the chaos," he said, after asking those on the conference call to imagine themselves standing in a prayer circle.
Ray said he used the call as a way to provide closure to those attending the retreat outside Sedona, according to the transcript. Ray's spokesman, Howard Bragman, confirmed the telephone conference was held.
Ray stopped short of apologizing to participants for not being at the Angel Valley Retreat Center the morning after the deaths, saying "I hope you understand it certainly wasn't my wish not to be with you and bring you some kind of closure."
Fewer than a dozen callers were identified in the transcript, all of whom praised Ray and described his intentions as "pure" and their experiences as "profound." They also expressed sympathy for the families of the victims but suggested that the deaths of Brown and Shore were by choice.
"It breaks my heart to know that the families are suffering," said one caller identified as Brent. "I think that the people that left, I do believe they made their own choices, whether on this level or the next, but I do feel really for the families."
McFeeley said the comments on the call solidify his belief that Ray is controlling the people involved in his self-help program.
"There were reasonable people at this event, and it shows the power one man can have when you combine physical and mental mistreatment," McFeeley said. "Everything in this retreat seems to have been taken too far, and those statements were hurtful to hear and probably more hurtful to communicate them to the family last night."