The pilot of a single-engine plane that was stolen from a college in Thunder Bay, Ont. and piloted across four states has been charged with transportation of stolen property and illegal entry.

U.S. federal prosecutors filed the charges against Adam Dylan Leon, 31, in what was described by officials as an apparent suicide attempt.

Two military jets chased the Cessna 172 before it landed near a small Missouri town.

Adam Dylan Leon was taken into custody after a plane was stolen from a college in Thunder Bay, Ont., and landed near a Missouri town. (CBC)

Local police said the pilot landed the plane on a dirt road around 10 kilometres west of the southern Missouri town of Ellsinore around 8:45 p.m. CT Monday.

The pilot left the scene on foot before stopping at a nearby grocery store, said state police. Once there, he bought a drink and waited until police arrested him 35 minutes after he landed.

"[The pilot] made a statement that he was trying to commit suicide and he didn't have the courage to do it himself. And his idea was to fly the aircraft into the United States, where he would be shot down," Trooper Justin Watson, one of the police officers who arrested the pilot, told ABC television.

He said the pilot "gave me no indication that it was anything other than he was having personal problems and was in an attempt to end his life."

According to the federal complaint, Leon said he flew the plane into the U.S. expecting to be shot down by military aircraft.

The complaint said Leon told authorities he recently was being treated by a psychiatrist.

Michael Kucharek, a spokesman for the North American Aeropsace Defence Command, said the aircraft was left alone because it wasn't deemed a security threat.

"I think it goes to — is this person threatening population centers, is he threatening critical infrastructure?"

Leon's neighbour Lorraine Beaudry said the student had recent trouble with a girlfriend but didn't seem depressed.

"He didn't have a lot of friends. He kept to himself, but to know him as depressed? Definitely not," Beaudry told radio station CKPR.

"He was a very nice kid."

Pat Lang, the president of Confederation College, said he had "absolutely not" shown any questionable behaviour.

"He was described as being an excellent student by his faculty members," Lang said.

FBI spokesman Richard Kolko told CNN that Leon, formerly known as Yavuz Berke, was born in Turkey and became a Canadian citizen in 2008.

Escapade began Monday afternoon

A single-engine, four-seat Cessna airplane, allegedly stolen from Thunder Bay, Ont., sits alongside Highway FF in Carter County in Missouri on Tuesday. (Paul Davis/Daily American Republic/Associated Press)

The fully fuelled plane was taken from the Aviation Centre of Excellence (ACE), located at Thunder Bay's international airport, at about 2:30 p.m. Monday.

Judi Maundrell, vice-president of Thunder Bay's Confederation College, which runs ACE, told radio station CKPR that a person hopped the fence Monday afternoon and took off on an unauthorized flight in the Cessna 172.

The pilot flew the plane across Lake Superior and over Michigan, Wisconsin and Illinois before landing in Missouri with about 30 minutes' worth of fuel left in the tank. He travelled around 1,250 kilometres.

As the plane flew over Madison, Wis., the state capitol building was evacuated shortly as a precaution.

Two F-16 pilots from the Minnesota National Guard tracked the plane as it crossed the U.S.-Canadian border, according to North American Aerospace Defence Command.

Fighters from the Wisconsin Air National Guard and the Louisiana Air National Guard later relieved the Minnesota jets, said Norad in a statement.

"The aircraft was pretty erratic," Maj. Brian Martin, a spokesman for North American Aerospace Defence Command (Norad), told CBC News.

"It was going a variety of different directions. It had gone as high as 14,000 feet [4,267 metres], as low as 3,000 [914 metres], so that's why we had to keep tailing it to make sure that there were no safety issues with other aircraft in the air."

The pilot acknowledged seeing the F-16s but refused to communicate with any authorities, and didn't obey their nonverbal commands to follow them, said Norad.

With files from the Associated Press