Travis Baumgartner, 21, was the prime suspect in Friday's incident on the University of Edmonton campus where the four guards who were filling cash-dispensing machines were gunned down.
He was employed by the G4S Canada security company, as were his victims, the Canadian Broadcasting Corp. said.
About 24 hours later, U.S. Customs and Border Protection agents intercepted him trying to enter the country near Lynden, Wash., from British Columbia.
He was unarmed and had $330,000 cash in his pickup truck. The license plate was recognized by electronic surveillance as Baumgartner approached the border, the National Post said.
Baumgartner also didn't have a passport, which is mandatory, U.S. officials said.
Once back in Edmonton after his transfer from a British Columbia jail, he will face arraignment on three counts of first-degree murder and one of attempted murder, although other charges are possible, the reports said.
The surviving victim, who has shown some improvement, remains in critical condition, the CBC said.