The fugitive suspected of killing a Tennessee mother and daughter and kidnapping two younger daughters died from a self-inflicted gunshot wound to the head, authorities say, after police traced him to a town in Mississippi and found the two girls alive and safe.

Adam Mayes, 35, who just Wednesday had been added to the FBI's Most Wanted Fugitive List, was found based on a tip received after a large reward was offered.

Guntown Police Chief Michael Hall says a SWAT team located Mayes in New Albany, Miss., and when they moved in to apprehend him, he shot himself.

Sheriff Jimmy Edwards said Mayes was still alive -- in critical condition -- when police took him into custody. He later died from his injury, the FBI confirmed.

Police said the two girls, Alexandria Bain, 12, and Kyliyah Bain, 8, were taken to a hospital for observation. It was not immediately clear if they were with Mayes when he was found.

Mayes had been charged with first-degree murder, along his wife, Teresa Mayes, in the April 27 deaths of Jo Ann Bain, 31, and her daughter, Adrienne, 14. Their bodies were found buried outside the Mayes' home a week after they were reported missing by Jo Ann Bain's husband, Gary Bain.

Teresa Mayes told investigators that after she saw her husband kill the two in the garage at the Bain home, she drove him, the younger girls and the bodies to Mississippi, according to affidavits filed in court. She faces six felony counts in the case: two first-degree murder charges and four especially aggravated kidnapping charges.

Mayes' mother-in-law Josie Tate told The Associated Press that Mayes thought the once-missing sisters might actually be his daughters and it caused problems in his marriage to her daughter, Teresa, who is jailed in the case.

In an earlier interview, Tate's daughter, Bobbi Booth, said Teresa Mayes suspected her husband was having an affair with Jo Ann Bain.

Mayes was often at the Bain home. Authorities said he was spending the night there before the mother and daughters were reported missing so he could help the family to pack for a planned move to Tucson, Ariz., and then drive their belongings west.

State and local law enforcement agents searched for Mayes on Thursday in a densely wooded area about 10 miles from Mayes' home near Guntown, Miss. State troopers blocked a road, stopped vehicles and searched their trunks.

Authorities said Mayes had changed his appearance since the mother and children were reported missing. They released surveillance video of him with short hair at a market near Guntown.

Fox News' Garrett Tenney and the Associated Press contributed to this report.