Austin Boutain, 24, was arrested Tuesday, Salt Lake City police said in a tweet.
He was wanted in the death of ChenWei Guo, a student from China who was found shot to death in his vehicle in a rugged canyon near the University of Utah campus.
Salt Lake City police Chief Mike Brown has since apologized and fired Payne.
Friends say the 23-year-old often could be found trekking canyons around Salt Lake City, like the one where his body was found Monday night.
The documents also say Boutain acknowledged taking three guns from a home in Colorado.
A 24-year-old ex-convict is suspected of shooting the student to death after demanding Guo's auto, according to Utah authorities.
Golden Police Department Capt. Joe Harvey stressed that the Boutains are persons of interest, and not suspects, in the Colorado death.
University officials canceled Tuesday classes.
Red Butte Canyon is closed Tuesday as officers continue to search campus and the general area, though Pershing says they believe the university grounds are secure.
Guo served as a missionary in Provo and volunteered as a foreign language interpreter for The Church of Jesus Christ of Latter-day Saints and recently persuaded his parents to join the church, Comrie said. "Red Butte Canyon. Shelter in Place".
Austin Boutain is a suspect in the fatal shooting of ChenWei Guo, a Beijing native the university described as "extraordinarily outgoing, creative, smart & extremely engaged".
The shooting took place about 21:00 local time Monday (03:00 GMT Tuesday), the university reported that gunshots were heard on campus.