Kevin Cleeves had his 4-year-old daughter Leia with him, The Record Herald of Waynesboro, Pa., reported. The little girl was unharmed, police in Austintown, Ohio, said.
He allegedly was heading to Michigan, where he has family, WHP-TV in Harrisburg, Pa., reported.
Cleeves, 35, faces charges of killing Brandi Cleeves, Vincent Santucci and Santucci's mother, Rosemary Holma, in Quincy, in south-central Pennsylvania. Pennsylvania has already requested his extradition, officials said.
An affidavit of probable cause said Cleeves went to a home in Quincy to get his daughter for visitation Friday evening. He allegedly got into an argument with his wife and Santucci, who were sitting together in a car, and then shot them and Holma.
An Amber Alert was issued for Leia and canceled Saturday morning.
Michigan State Police Sgt. Frank Mraz told police in Pennsylvania that relatives in the state said Cleeves called them Friday night and admitted the killings, WHP said. He allegedly told his aunt he had been drinking and became enraged when Santucci said he was Leia's father.
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