A man shot a Wisconsin couple to death at their home in a bid to kidnap their teenage daughter, then held the girl captive for three months before she managed to escape, authorities said on Friday.

Jayme Closs, 13, was skinny, dishevelled and wearing shoes too big for her when she approached a stranger and pleaded for help on Thursday in the small town of Gordon, where Jake Thomas Patterson lives.

Patterson was apparently out looking for her when he was arrested and jailed on kidnapping and homicide charges, Barron County Sheriff Chris Fitzgerald said.

Barron County Sheriff Chris Fitzgerald
Barron County Sheriff Chris Fitzgerald (Aaron Lavinsky/Star Tribune/AP)

The news that Jayme was safe set off joy and relief 60 miles away in her hometown of Barron, ending an all-out search that gripped the state.

“My legs started to shake. It was awesome. The stress, the relief — it was awesome,” Mr Fitzgerald said, describing the moment he learned Jayme had been found.

Jayme told one of the neighbours in Gordon who took her in that she had walked away from a cabin where she had been held captive.

“She said that this person’s name was Jake Patterson, ‘he killed my parents and took me,'” said another one of the neighbours, Kristin Kasinskas. “She did not talk about why or how. She said she did not know him.”

The sheriff said investigators are trying to figure out what happened to Jayme during her captivity and why she was seized, and gave no details on how she escaped except to say Patterson was not home at the time. He said there is no evidence Patterson knew Jayme or her family or had been in contact with her on social media.

“I know all of you are searching for the answer why any of this happened,” Mr Fitzgerald said. “Believe me, so are we.”

Residents at the sheriff's news conference
Residents at the sheriff’s news conference (Aaron Lavinsky/Star Tribune/AP)

The sheriff said that he did not know if Jayme had been physically abused but that she was in hospital overnight for observation and released after an exam. Investigators were still interviewing her, and she was “doing as well as circumstances allow,” he said.

Ms Kasinskas called police to report the girl had been found after another neighbour out walking her dog encountered Jayme and brought her to Ms Kasinskas’ house. Minutes later, Patterson was pulled over by a sheriff’s deputy based on a description of his vehicle Jayme provided, authorities said.