Holmes, 25, was transferred from Arapahoe County Jail to the institute sometime after midnight Monday, The Pueblo Chieftain reported Tuesday.
Holmes pleaded not guilty by reason of insanity to 166 counts of murder, attempted murder and other offenses in the attack on moviegoers July 20, 2012.
He was sent to the institute to undergo a mental health evaluation to determine his mental state. Holmes' lawyers could withdraw their insanity plea depending on the outcome of the evaluation, the Chieftain said.
Colorado Mental Health Institute at Pueblo Superintendent William May requested an extension of the deadline of July 31 to Sept. 16 by which time the evaluation must be complete.
He requested the extension due to the "extraordinary amount of documentation to complete the examination, which likely will require testing, interviews, and/or assessments by a psychologist and neuropsychologist," he said.
Holmes' trial is scheduled to begin in February. Prosecutors are seeking the death penalty.