Police say an Iraq War veteran said he gunned down a former Navy SEAL and his friend at a Texas shooting range because he didn't trust them and thought they would kill him first.

Eddie Ray Routh is charged with killing Chris Kyle, author of the best-selling book "American Sniper," and his friend Chad Littlefield. He's jailed in Erath County on $3 million bail.

Authorities say Routh drove to his sister's house and confessed after the shootings Saturday.

According to a Lancaster police search warrant affidavit obtained by The Dallas Morning News and WFAA-TV, Laura Blevins said her brother seemed out of his mind.

The affidavit says Routh said everyone was out to get him.

Lancaster police obtained a search warrant for Routh's home.