Pictured in handcuffs, the 20-year-old man who 'executed two teens behind a Georgia grocery store' 

A 20-year-old man has been led in handcuffs into a detention center after being charged with the murders of two teenagers who were shot execution-style behind a grocery store in Georgia.

Jeffrey A. Hazelwood has been charged with the murders of Natalie Henderson and Carter Davis, both 17.

The bodies of Henderson and Davis were found behind the Publix store in Roswell, near Atlanta, by a delivery driver before dawn on Monday. 

Hazelwood, wearing a prison uniform and with his hands cuffed behind his back, is led into Roswell Detention Center

They died of a single gunshot to the head, the Fulton County medical examiner's office said. 

Parents of both victims told officers they thought their children were still at home in bed.

Hazelwood, wearing a prison uniform, can be seen being led into Roswell Detention Center where he is thought to have been booked on the charges before being formally transferred to Fulton County Jail. 

At a news conference on Wednesday, Roswell police chief Rusty Grant said he could not discuss the motive but confirmed that police believe Hazelwood acted alone. 

Hazelwood has been listed on Facebook as being in a relationship with a girl called Kelsey Bonham, also of Roswell, since March.

The bodies of Natalie Henderson (left) and Carter Davis (right) were found by a delivery driver behind a Publix store on Monday

Roswell police chief Rusty Grant (above) said police are unsure of the motive, but they believe Hazelwood acted alone

He does not appear to have been friends on the social network with either of the victims.

Henderson was the ex-girlfriend of Davis, according to Roswell police spokesperson Zachary Frommer. 

Jeffrey A. Hazelwood (pictured) has been charged with the murders of two teens

He said yesterday: 'Given what the officers had on scene at that moment, it appeared to be a relationship-involved situation. This information can change quickly as evidence and information is gathered but is only meant to be a starting point.'

According to a picture posted on his Instagram account earlier this year, Hazelwood worked at a Michaels store. 

Alongside a selfie in an employee vest, Hazelwood wrote: 'Work sucks but I have to cause trying to get my life straight...' 

There is a branch of the arts and supplies store a 10-minute walk from the scene of the crime, but it was not immediately clear if that was where Hazelwood works. 

A manager at the store, in Stonebridge Square, declined to comment when approached by Daily Mail Online.

The Roswell Police Department said since the victims were found, investigators have been collecting evidence, reviewing surveillance footage and speaking with anyone who may have information about the case. 

'This work led to the identification of Hazelwood as a suspect. Detectives located Hazelwood early this morning and he was questioned at the Roswell Police Department,' a news release said.  

The teenagers were found dead in this wooded area behind a grocery store in Georgia

Officers executed a search warrant at the home (above) in Gilhams Road in Roswell, about three miles from the Publix store where the bodies were found

Detective Zachary Frommer said officers also discovered a number of cellphones and messaging apps which had security devices they had to overcome as part of the investigation.

Hazelwood was arrested at 5am on Wednesday and will be transferred to Fulton County Jail, police said.

However, police said they would not disclose the time of his transfer for safety reasons. 

Roswell Police Department said it is not releasing details about Hazelwood's motive or his connection to the victims at this time.

On Wednesday, officers executed a search warrant at the home in nearby Cobb County, about three miles from the Publix store, Roswell police Det. Zachary Frommer said.  

Henderson was a senior at Roswell High School, which is just across the street from the shopping center where the bodies were found

They died of a single gunshot to the head, the Fulton County medical examiner's office said

Information received in the investigation led detectives to the house, where they were searching for evidence in the killings, Frommer said. He declined to be more specific.

'They'll be looking for any kind of evidence or anything that can glean information on this case,' Frommer added.

Police have been hoping to hear from anyone who was in the area, about 25 miles north of downtown Atlanta, from about 2am to 3am on Monday. 

They've said early indications are that they were killed where their bodies were found, and that police had no evidence that drugs were involved.

The double-homicide has rocked the 'very middle class' neighborhood.

'This is very alarming actually,' neighbor Charlene Kurkjia told WSBTV. 'Even to hear the news but to have this right around in our neighborhood is very surprising.'

According to a picture posted on his Instagram account earlier this year, Hazelwood worked at a Michaels store. Alongside a selfie in an employee vest, Hazelwood wrote: 'Work sucks but I have to cause trying to get my life straight...'

Police say they believe Hazelwood (pictured) acted alone, but said they are not releasing any information about a possible motive

Henderson was an honor roll senior at Roswell High School, just across the street from the shopping center where the bodies were found, police said.

Her touching obiturary described the teen as a talented singer and guitar player who loved animals and had 'an infectious zest for life.'

'Our beautiful shining girl: Natalie... was smart, funny, sassy, and strong, a free spirit with a gorgeous smile that could make your day or your week,' it read. 

'Unusual for one so young, she had the courage to always be, unapologetically, herself. Natalie will forever be loved and missed by all whose lives she touched.'

Her funeral will be held Friday at 10am at Roswell Presbyterian Church.

Davis would have been a senior at River Ridge High School in nearby Cherokee County, where he was a standout lacrosse player.

Detectives combed through surveillance video from multiple cameras near the crime scene 

Authorities are hoping to hear from any possible witnesses near a suburban Atlanta grocery store in the pre-dawn hours before a teenage boy and girl were both found slain

Natalie's father Tad (right) looks on as her mother hugs a friend in Roswell, Georgia

He also played lacrosse in Rapid City, South Dakota, before returning to finish high school in Georgia, where he had lived as a child, Black Hills Lacrosse Association past president Richard Sudmeier said.

'Our players up here in Rapid City, we called him 'Georgia.' That was his nickname,' Sudmeier told the Associated Press on Wednesday.

Davis wore No. 6 when he played on the Black Hills Lacrosse team, so Sudmeier said teammates may wear helmet stickers with the number in his honor. 

Hundreds attended a a vigil held on Tuesday night for Davis at his high school.

'We shared some good times and some stories that brought tears, but just sharing and getting some pain out,' said Principal Darrell Herring.  

Grief counselors are on hand at both of the victim's schools.

Anyone with information is urged to call Crime Stoppers Atlanta anonymously at 404-577-TIPS (8477).