Nielsen told police that she and Sutton were sitting in Sutton's pickup truck when Jensen approached them, according to the court document.
"She said Steve was sitting in his truck, and when the victim walked up, he put the gun to his chest," a Payson officer wrote in the probable cause statement. "[Sutton] told him he was not f***ing around. Chaelisa then said Stephan pulled the trigger."
Sutton fired a single shot from a 12-gauge shotgun into Jensen's chest, Wright said.
"It was self-defense," Sutton later allegedly told investigators, according to the court document. "I had to do what I had to do, he came at me."
Wright said investigators did not discuss the self-defense claim at length because Sutton requested a lawyer and the interview ended.
Nielsen allegedly told investigators that after the shooting, Sutton searched Jensen's pockets, then took items from Jensen's car before leaving the area, according to court documents.
Jensen was found dead outside of an old Flying J gas station about 9:30 p.m. Friday, Wright said. Jensen's car, parked nearby, had also been burglarized.
By the time Jensen's body was discovered, Sutton had already been detained for a traffic violation about 12 blocks away.
The stop for violations including following another car too closely, and driving with his brights on should have been routine, but Sutton fled the scene on foot, Wright said.
Two officers gave chase and Sutton was captured blocks away, only to try and flee a second time while waiting for medical attention after police deployed a Taser to subdue him.
Blood spatter on the door of Sutton's pickup truck and other evidence in "plain view" inside the vehicle linked him to Jensen's death almost immediately, Wright said, though Sutton allegedly told arresting officers that blood found on him was because he had cut himself.
There was no gun inside Sutton's truck, but officers later found the shotgun believed to have been used in the slaying on the side of a road elsewhere in Payson, he said.
Sutton was booked into jail on suspicion of charges that include aggravated murder, aggravated robbery, obstruction justice, escape from custody and interfering with an arrest. Nielsen was booked on suspicion of aggravated robbery and obstruction of justice charges.