This photo provided by Louisville Metro Department of Corrections shows Gregory Alan Bush, who was booked early Thursday, Oct. 25, 2018, on two counts of murder and 10 counts of felony wanton endangerment, according to Louisville Metro Detention Center records. (Louisville Metro Department of Corrections via AP)

A white man who police say shot and killed two black customers at a Kroger grocery store outside Louisville, Ky., Wednesday told a bystander who confronted him: "Don't shoot me. I won't shoot you. Whites don't shoot whites," the Courier-Journal newspaper reported Thursday.

Gregory Alan Bush, 51, was arrested moments after the shooting and was ordered jailed on $5 million bond Thursday on two counts of murder and 10 counts of wanton endangerment.

Jeffersontown Police Chief Sam Rogers told reporters at an initial news conference Wednesday that authorities "have no idea" what motivated the shootings. The FBI said in a statement that it is "evaluating the evidence to determine if there were any violations of federal law."

According to a police report, Bush walked into the store, pulled a gun from his waist and shot a man in the back of the head. The report says Bush then shot the man "multiple times "as he was down on the floor." The report says Bush then reholstered his gun, walked outside and killed a woman in the parking lot.

Witness Ed Harrell told the Courier-Journal that he was waiting for his wife in the lot when he heard gunshots and grabbed his revolver. As he crouched down, Harrell said he saw the gunman walk "nonchalantly" by with a gun by his side. Harrell said he called out to ask what was going on, and the gunman replied: "Don't shoot me. I won't shoot you. Whites don't shoot whites."

Bystander video shows a white man in a distinctive neon-yellow shirt trying to drive away while an officer chases after him on foot.

The victims were identified as Maurice Stallard, 69, and Vicki Lee Jones, 67. Stallard is the father of Kellie Watson, the chief racial equity officer for Louisville Mayor Greg Fischer.

The mayor shared his outrage Thursday over what he called an "epidemic of gun violence" that "hit close to home."

"Somehow, a few have become so beholden to politics that they place a higher value on that than on the lives of our fellow Americans," said Fischer, a Democrat running for re-election.

"People getting shot at a grocery store, a school, outside a church. Can't we all agree that that is unacceptable?" Fischer said at a news conference.

Bush's criminal record shows he threatened his ex-wife and punched a deputy sheriff during a family court hearing years ago.

An arrest record from May 2009 says Bush became "irate" and shouted obscenities and threats at his ex-wife. When deputies tried to subdue him, he fought off attempts to handcuff him and he punched a deputy twice. He was charged with several counts, including assault, resisting arrest, and disorderly conduct. Bush also was marked as a "suicide risk" on the arrest sheet, which noted that his ex-wife had a protective order against him.

In a 2003 incident, Bush was charged with menacing for following a 15-year-old into a movie theater bathroom and putting his hands around her waist. Bush told the girl he "thought we were family" and the girl pushed him away, according to the arrest record.

Employees wait outside the entrance of a Kroger grocery following a shooting that left two people dead and a suspect in custody, Wednesday, Oct. 24, 2018, in Jeffersontown, Ky. A man fatally shot another man inside a Kroger grocery store, shot and killed a woman in the parking lot, and then exchanged fire with an armed bystander who intervened before he fled the scene on the outskirts of Louisville, Kentucky, on Wednesday, police said. He was captured shortly afterward. (AP Photo/Timothy D. Easley)

Bush's attack on customers caused chaos at the Kroger.

Eric Deacon, who identified himself as an emergency medical technician, told The Associated Press that he was in the store's self-checkout lane when he heard the first shot, in the pharmacy area.

He said a man came around the corner and "the look on his face, he looked like he just didn't care."

Deacon said he saw another man in the store with a gun who appeared to be shooting at the suspect. Then Deacon went outside and saw a woman in her mid-50s or early 60s who had been hit, and tried to resuscitate her.

"She was gone, there's nothing I could do," Deacon said. "I think she just got caught in the crossfire."

Fischer said he's "just sick and heartbroken and quite angry."

Louisville has created violence-prevention programs, and has more to do, he said.

"But at the city level, there's only so much that we can do. Because the hard fact is, that most violent crimes are committed with guns. And guns fall under the jurisdiction of the state and federal governments. And every time someone takes a gun and creates a tragedy, what's the response from too many of our leaders? The ones that have the power to make our country safer? ... They act as if nothing can be done. That doesn't sound like the United States of America to me."

The Associated Press contributed to this report.