Lavere Douglas Lee-Bryant, 35, denied the killings as he was led out of his arraignment Wednesday, the Dearborn Press and Guide reported.
"I did not murder anybody," he said.
Bryant was fired a few months ago as an assistant manager at the store in Inkster for alleged sexual harassment, the Detroit Free Press reported.
He is a registered sex offender and was listed as an absconder.
Employees found the body of Joseph Orlando, 20, of Dearborn, at the store when they arrived for work July 18.
The body of Brenna Machus, 20, of Romulus was found two days later in a wooded area.
Bryant faces life in prison without parole if he is convicted of first-degree murder. WJBK-TV, Detroit, reported he was arrested July 19 at a Detroit carwash and had originally been held on a charge of failing to report his whereabouts as a sex offender.