He said ICE might have taken his missing girlfriend. Police said he killed her.

When his girlfriend went missing in early October, police said Saul Garcia Gonzalez initially wondered to a family friend if she had been apprehended by immigration agents. Investigators with the Miami-Dade Sheriff’s Office said they soon determined Gonzalez had fabricated the theory. The 40-year-old was arrested this week and charged with killing the woman.

Nerida Martel, 37, was found dead in a canal in Southwest Miami-Dade on Oct. 11. An autopsy later concluded she died of a gunshot. Two days earlier, Gonzalez had called police to report Martel missing from their home near the corner of Southwest 208th Avenue and 168th Street.

He told deputies he had last seen her on Oct. 6, when he left for daycare with their two-year-old daughter and Martel was planning to catch a ride to work, according to the Sheriff’s Office.

Martel never made it to work that day, an absence that police said shocked her unidentified employer because she was diligent about her job. A friend of Martel was concerned too, and Gonzalez told the person that Martel “was possibly in the custody of Immigration and Customs Enforcement,” the sheriff’s office said. When her name didn’t show up in federal detention records, the friend urged Gonzalez to report her missing and he did.

Investigators said Gonzalez didn’t seem to have a consistent timeline on Martel’s disappearance, telling police he last saw her at home but telling others he had dropped her off at the bus stop before work. When detectives obtained cellphone records for both him and Martel, they said the digital footprints seemed to contradict Gonzalez’s story.

On Oct. 6, the day Martel went missing, her cellphone stayed at the couple’s home while the one belonging to Gonzalez traveled to the canal where her body was later found less than half a mile from her home, according to the police report. The Gonzalez phone then traveled back to their home, followed by both phones returning to the canal, the report said. Then the records showed Martel’s phone being turned off.

Police said that in May, deputies went to the couple’s home after a woman in distress had called 911 and was screaming for help while a man could be heard yelling in the background. A child’s voice was also audible. But deputies on the scene were unable to find the woman who placed the call, according to the report.

In his final interview with investigators, Gonzalez denied killing Martel, according to the police report. He’s being held at the Turner Guilford Knight Detention Center, accused of second degree murder.