Police acting on a tip Sunday found Charles Victor Thompson, 35, standing outside a liquor store in Shreveport, La., said Harris County Sheriff's Lt. John Martin.
"You know who I am," Thompson told officers when asked his name. Asked again, he identified himself as Charles Thompson, Martin said.
Katrina Webber of CBS affiliate KSLA-TV reports the store's employees watched the arrest.
"They said he was laughing, he didn't look as if he was afraid or intimidated or upset in any way," Webber told CBS Radio News. "He just kind of laughed, and one employee said that he appeared to be drunk at the time, and that he was just kind of taking this whole thing as a big joke as they pulled him into the police car."
Police said Thompson was too drunk to be interrogated Sunday night.
The arrest ended a massive manhunt for Thompson, who was convicted in 1999 for the shooting deaths a year earlier of his ex-girlfriend, Dennise Hayslip, 39, and her new boyfriend, Darren Keith Cain, 30.
"He never should have got out," Martin said. "To have him back in custody again, this is where he belongs. He was convicted of capital murder. He was twice sentenced to death. There is no scenario under which he should be free roaming around on the street."
Shreveport city Jail Supervisor Barry Newton said Thompson had been booked on charges of being a fugitive from the U.S. Marshals Service and a fugitive from Harris County. He was scheduled to appear before a magistrate Monday in Shreveport.
Thompson was sentenced to death Oct. 28 and was being held in the county jail until he could be transferred to a prison in Livingston, about 75 miles to the northeast.
Thompson escaped from custody Thursday using a smuggled set of clothes and a fake identification badge to get past guards. His escape resulted from "multiple errors" by jail personnel, Martin has said.
Marshals designated Thompson a federal fugitive in order to use its resources to find him and offered a $10,000 reward for his capture. Jurors and victims' relatives feared for their safety.
When he was arrested, Thompson had a bicycle, but it was unclear how he got to Shreveport, Martin said. Authorities did not know who he was talking to on the phone.