According to the federal complaint, Leon told the FBI that he flew the plane into the U.S. expecting to be shot down by military aircraft. The complaint said Leon also told the FBI he "has not felt like himself lately" and he recently was being treated by a psychiatrist.
Leon was jailed in St. Louis and does not yet have an attorney.
A federal detention hearing is set for Friday.
A background check of Leon, 31, of Thunder Bay, Ontario, showed no connection to terrorism, FBI agent John Gillies said.
Carl Rusnok, a spokesman for the U.S. Immigration and Customs Enforcement, said Leon was born in Turkey with the name Yavuz Berke, moved to Canada and became a naturalized citizen last year.
He would face up to 10 years in prison if convicted and would serve any sentence in the U.S. before being deported, U.S. Attorney Catherine Hanaway said.
The plane was reported stolen Monday afternoon from Confederation College Flight School at Thunder Bay International Airport in Ontario. The college said in a statement that the flight was unauthorized but that Leon was enrolled in its program.
The plane was intercepted by F-16 fighters from the Wisconsin National Guard after crossing into the state near the Michigan state line.
The pilot flew erratically and didn't communicate with the fighter pilots, said Mike Kucharek, spokesman for the North American Aerospace Defense Command.
The pilot acknowledged seeing the F-16s but didn't obey their nonverbal commands to follow them, Kucharek said in a telephone interview from Colorado Springs, Colo.
The plane's path over Wisconsin prompted a brief, precautionary evacuation of the Wisconsin Capitol in Madison, although there were few workers in the building at the time and the governor was not in town. The plane also flew over Chicago, Springfield, Ill., and St.
Louis, prompting authorities to warn commercial aircraft in the area.
The Cessna 172 continued south over Illinois and eastern Missouri before landing near Ellsinore, about 120 miles south-southwest of St. Louis.
"We tailed it all the way," Maj. Brian Martin said. "Once it landed our aircraft returned to base."
The Missouri state trooper who arrested Leon said on ABC's "Good Morning America" that Leon apparently hitched a ride to the convenience store after landing on a highway and taxiing the plane to a side road. He didn't appear surprised when the officer entered the convenience store to arrest him.
Leon said "he didn't have any ID, but he was the person we were looking for," Trooper Justin Watson said.
He said Leon "gave me no indication that it was anything other than he was having personal problems and was in an attempt to end his life."
"He did state that he thought at one time he was getting shot down, but apparently the Air Force were just shooting flares," the trooper said.
Marilyn Simmons, owner of the convenience store, worried about terrorism when a relative called to tell her about the plane.
"My husband went and got his guns and gave me one," Simmons said.
She then called the store and told workers to watch out. Sure enough, Leon showed up after a young man who stopped to offer help gave him a ride.
"He gave him $2 and dropped him off," Simmons said. "He asked for the bathroom, then got a Gatorade and sat down at the table. He was there when they came and got him. He was smiling when he went out."
Confederation College said Leon had access to Cessna training planes and security at the facility was not compromised. It said Leon was readmitted to the program in the fall after failing in 2007, and that he passed his cross-country solo flying test last week.
Fellow students were shocked and surprised, said Patricia Lang, president of the college.
"His faculty speak very highly of him," she said. "Everyone likes him. He was a very good student. He was very engaged in class. He asked great questions so he was an all-around good student."
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