A man from Florida and his 14-year-old niece were found dead from self-inflicted gunshot wounds in their mouths after a high speed police chase on a New Mexico highway.

Benjamin James Edwards III, 31, and his unidentified niece sparked the dramatic pursuit after they drove away from a filling station in Cortez, Colorado without paying for gas around 11am Monday, according to police.

The driver of the Toyota 4 Runner, from St Augustine, Florida, occasionally shot at police and civilians out of his window as he led authorities along US Highway 491 going as fast as 100mph.

A spokesman for the St Johns County Sheriff's Office in Florida told Daily Mail Online that Edwards had aroused suspicions in the disappearance of his niece, also from Florida, who was found dead with her uncle after their vehicle stopped on a dead end road.

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A police chase through southern Colorado and northern New Mexico ended in tragedy on Monday after a 31-year-old man and his 14-year-old niece were found dead of self-inflicted gunshot wounds in their SUV

The chase started when Benjamin James Williams III (pictured left and right) drove away from a Cortez, Colorado, gas station without paying. The chase lasted for more than 40 miles and topped 100mph

Police had also been looking at the man, who drove with Florida plates, in connection to a stolen gun.

The chase ended after the black SUV had veered off of the highway, through a fence and on to Najavo Nation land near the town of Shiprock, with police pursuing at a distance.

Driver and passenger did not respond to police commands to exit the car when it stopped, and officers found them both dead when they broke through a window.

San Juan County Sheriff's Office Detective Lt. Kyle Lincoln said Tuesday that it is believed both the uncle and niece killed themselves, according to the Daily Times.

It was not immediately clear why Edwards and his niece were in Colorado and New Mexico or how they got there.

Video courtesy KRQE

The chase from Colorado to New Mexico lasted for more than 40 miles before it ended tragically on Navajo Nation land

Edwards and his niece drove away from police along the scenic stretch of US Highway 491 after presumably leaving Florida together earlier this month

Police approached the black SUV (pictured) and told the uncle and niece to get out, but discovered that they were dead when they broke through a window

The St Johns spokesman said that the missing teenager had multiple other incidents where she had attempted to run away from home.

However, her recent disappearance aroused suspicion after she left home at the same time as a handgun went missing from a relative's home.

Edwards had recently been arrested for child cruelty, burglary and property damage late last month for allegedly beating up a 17-year-old who had sold drugs to his daughter and smashing his car windows, according to KOB.

The police spokesman said that they were not aware that the man and his niece were travelling together until hearing news of the dramatic chase.

No officers fired on the black SUV during the incident, according to police.