A former gubernatorial candidate for Idaho said he is under investigation for the murder of a 12-year-old girl whose remains were found in a rural Colorado county more than three decades after she vanished from her home.

Steve Pankey, who ran for governor of Idaho as a Constitution Party candidate in 2014 and again as a Republican in the primary in 2018, told the Idaho Statesman that the Twin Falls Police Department served him with a warrant and searched his home earlier this month.

Investigators believe he kidnapped and killed Jonelle Matthews in 1984, he told the outlet. Her remains were found in July.

No arrests have been made and no charges filed against Pankey.

He told the Idaho Statesman that he was home with his then-wife on the night Jonelle vanished.

He said he went to the Federal Bureau of Investigation with a tip on Jonelle's disappearance, but authorities later began trying to speak with him about the case.

“I never met Jonelle, I never met her family, I didn’t know she existed or disappeared until Dec. 26 (1984),” he told the outlet, adding that he decided to publicly reveal he's being investigated "to be transparent."

"I have nothing to hide," he said.

The Twin Falls Police Department declined to comment on the case when contacted by NBC News on Saturday, referring questions to the Twin Falls Sheriff's Department and the Greeley Police Department in Colorado.

The Greeley Police Department said they visited Pankey's home in Twin Falls on Aug. 15 but he refused to speak with detectives.

The department worked with police in Twins Falls to search his home on Sept. 4, Greeley police said, adding that Pankey is "a person of interest" in the case.

Jonelle disappeared from her home on Dec. 20, 1984, after performing in a Christmas concert.

She was last seen by a friend and the friend's father when they dropped her off, according to NBC affiliate KUSA in Denver. When Jonelle's parents returned home, they found the front door open and the TV on but no sign of their daughter, KUSA reported.

Her remains were discovered in July by a crew in rural Weld County, Colorado, as they were working on a pipeline, Greeley police said in a statement.

Before moving to Idaho, Pankey lived in Greeley about two miles from the Matthews family.