A Colorado man accused of killing 19-year-old Natalie Marie Bollinger told police he shot her after he replied to her Craigslist ad seeking a hitman — for herself, investigators said in court documents obtained Monday.

But before the killing, the man, Joseph Michael Lopez, 22, tried to talk her out of suicide, he told Adams County deputies, according to an arrest affidavit obtained by NBC News. After he failed to change her mind, they went for a drive and stopped by the side of the road, where they said a prayer together as Lopez knelt on the ground beside Bollinger and shot her once in the back of the head with a 9mm firearm, according to the affidavit.

Lopez said he used a gun that Bollinger gave him, which she said he could keep as payment, according to the affidavit.

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The body of Bollinger, who lived in Broomfield, was found Dec. 29 in an unincorporated area of Adams County, east of Boulder, Broomfield police said. Lopez was being held without bail Monday in the Adams County Jail on suspicion of first-degree murder pending a court hearing Wednesday, according to court records.

Investigators said Lopez told them last Thursday that he was browsing the "Women Seeking Men" section of Craigslist when he stopped on an "unusual post" with the title "I want to put a hit on myself." The Adams County Sheriff's Office wouldn't confirm that such an ad had been placed, a spokesman told NBC News on Monday.

According to the arrest affidavit, Lopez said that he replied to the ad because he had suffered from depression and suicidal thoughts when he was in high school and thought he could help.

But Bollinger couldn't be persuaded, he said, telling investigators that she said she wanted to be executed from behind so she wouldn't see the gun and that she "wanted it to happen quickly," according to the arrest affidavit.

Joseph Michael Lopez, 22, was held without bond pending a first-degree murder charge in the death of Natalie Bollinger, 19, of Broomfield, Colorado. Adams County Sheriff's Office

Friends and relatives told investigators that Bollinger had a history of suicidal thoughts, according to the affidavit. But they said they had found no suicide note or any other communication indicating that she wanted to take her own life, it said. In fact, the affidavit said, she had applied for a job on Dec. 28, the day before she was killed.

Adams County Sheriff Michael McIntosh said Friday, when the arrest was announced, that Lopez was tracked down through dozens of text messages on Bollinger's cellphone.

"A 19-year-old's phone, there's a lot of data there," McIntosh said.

When investigators called to arrange an interview, Lopez "made the comment that he thought he might know why" they were calling, McIntosh said.

According to the arrest affidavit, "Joseph Lopez did tell us that it was eating away at him and that several times he felt like just calling the police himself and confessing to shooting Natalie Bollinger."

McIntosh said Friday that no one else is believed to have been involved.