Leslie Allen Merritt Junior was taken into custody on Friday night in Glendale.
ABC15 video shows the suspect being taken to DPS headquarters after he was arrested at the Walmart near 59th Avenue and Northern.
The suspect has been identified as 21-year-old Leslie Allen Merritt, Jr.
Gov. Doug Ducey said the suspect was apprehended Friday night and is in DPS custody.
Multiple sources tell ABC15 the suspect was found trying to pawn the gun.
Arizona Department of Public Safety spokesman Bart Graves confirmed that an arrest was made but declined to provide any details
There have been 11 confirmed shootings involving vehicles along Interstate 10 and Interstate 17 since August 29. There has not been a confirmed shooting, however, since September 10, marking eight days without an incident.