Brandon believes that in the darkness of the night of July 11, 1906, a man emerged from the water on the far side of Big Moose Lake, carrying a suitcase and tennis racket. His clothes were drenched, but dried off to some degree as he walked to the small town of Inlet, where he registered at the Arrowhead Hotel under his own name: Chester Gillette.
His tennis racket was no longer with him.
Knowing that his fresh clothes had been sent to Old Forge, he asked a steamboat captain to collect them and bring them back to him.
Later, many people he encountered while in Inlet would state that he did not show any signs of distress or an unusual level of apprehension.
By Saturday, July 14, news of Grace's death had been reported in the local newspapers. A preliminary coroner's report on her body made District Attorney George W. Ward suspicious about "Carl Grahm," so he gathered some of his men and headed toward Big Moose Lake.
By coincidence, at the Utica train station, a young man named Bert Gross approached Ward and his team and asked if they had any information on the whereabouts of a Chester Gillette. Bert was also an employee at the skirt factory, had read about Grace's death in the newspapers, and was concerned that Chester might have been involved, or was possibly also dead. Bert gave the men a physical description of Chester that was so close to the known facts about "Carl Grahm," that Ward asked if Bert knew where Chester was. Bert did, having seen Chester's postcard to the factory asking that $5 be sent to him in the town of Eagle Bay.
Bert and Ward and some of Ward's men went quickly to Eagle Bay and checked all the hotels, but found no Chester Gillette or "Carl Grahm" among the registries.
Ward was puzzled, but decided to check the post office to see if Chester's money had been picked up, or if any other mail had been forwarded to either Chester or Carl at Eagle Bay.
The postmaster stated that no mail had come in for Chester, but there had been a note from Chester, asking that any mail for him be forwarded to the Arrowhead Hotel in Inlet.
Upon arriving at the Arrowhead, Ward and his party were making initial inquiries when Chester strolled out of the dining room, just having finished breakfast. He was surprised to find Bert there, but walked over to greet him. When Bert asked if he'd heard about Grace's death, Chester seemed shocked.
Ward quickly stepped in and asked for a detailed itinerary of Chester's recent whereabouts and, not satisfied with his answers, placed Chester under arrest.
The evidence mounted against Chester when Grace's trunk, which she had sent ahead to Old Forge, was picked up and a pile of letters from Chester were found among her belongings. Questioned about these, Chester admitted they were from him and then, according to Brownell and Enos, surprised Ward by saying that all of Grace's letters to him, including her later desperate ones, were in his lodgings in Cortland.
Ward sent some men to fetch the letters from Cortland, and an intensive interrogation began. Chester finally admitted to having taken Grace out on Big Moose Lake, but insisted that she had drowned in an accident.
Ward didn't believe him, and while Chester was held in the Herkimer County Jail, Ward began an investigation that focused on the couple's letters and the whereabouts of Chesters tennis racket, which Ward believed could have been the murder weapon and responsible for the cuts on Grace's face.
News of Chester'
s predicament spread quickly throughout his family, but if he hoped for assistance from his wealthy Uncle Noah, he was to be disappointed. By the time of his indictment on first-degree murder in August, he had to ask for public representation, as he could not afford a lawyer.