The fiancé of a Colorado woman missing since Thanksgiving was arrested Friday and charged in her murder, police said.

Patrick Frazee is being held at the Teller County Jail on charges of first-degree murder and solicitation of first-degree murder, prosecutors said at a press conference.

Booking photo of Patrick Frazee released by Woodland Park Police. Woodland Park Police

Authorities said they have not yet located the body of Kelsey Berreth, "but information has been developed" that is helping them narrow down the search. Woodland Park Police Chief Miles De Young said authorities believe she was killed at her home.

Berreth was last seen in public on Nov. 22 with her 1-year-old daughter at a Safeway grocery store in her hometown of Woodland Park, northwest of Colorado Springs. De Young said the child is in protective custody and will be reunited with her family soon.

She wasn't reported missing until Dec. 2 by her mother, Cheryl Berreth.

Frazee had not publicly commented on Berreth's disappearance, but had previously told investigators that the last time he saw his fiancée was on Nov. 22 when she left their daughter with him. The two did not live together.

He also told police that he last communicated with Berreth on Nov. 25, when she sent him a text message. Police said on that same day, Berreth's employer, Doss Aviation, said it had received a message from Berreth's phone requesting time off from work.

Woodland Park Police Chief Miles De Young also said that on Nov. 25 Berreth’s phone had pinged to a location near Gooding, Idaho, about 800 miles away from her home. De Young said they are still working to recover her phone.

Berreth's mom resides in Idaho, but said on "Today" that the town of Gooding is not near where she lives.

Investigators searched Frazee's 35-acre property last week, but De Young said on Nov. 16 that the search did not turn up any signs of the missing mother.

After a video conference with judge on Friday afternoon, Frazee was ordered held without bond and was scheduled to appear in court on Dec. 31.