GUADALAJARA, Mexico — Missing Camp Lejeune Marine Cpl. Cesar Laurean, wanted in the slaying of a pregnant colleague, visited relatives in Mexico last week but left without saying where he was headed, a man identified as his cousin said Tuesday.

Juan Antonio Ramos Ramirez told The Associated Press that Laurean walked into his liquor store on Jan. 14 or 15, and the two cousins chatted for 10 minutes about their families.

Laurean then told Ramirez that he had to get back to two friends outside, but he might return. He never did.

CNN first reported Tuesday that Laurean had briefly stopped by Ramirez's liquor store in Zapopan, just outside Guadalajara.

Days later, Ramirez saw a television report that Laurean was wanted in the United States for killing 20-year-old Lance Cpl. Maria Lauterbach in Jackonsville.

"We were completely shocked," he said.

Authorities have been looking for Laurean since Jan. 11 and have  said they suspected he fled to Mexico. Ramirez's comments from Ramirez were the first public confirmation that the Marine had been in the country.

Mexican and U.S. officials said they were looking into the report, but didn't have any more information.

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The Marines first began searching for Lauterbach on Dec. 17, after she  failed to show up for work. Local authorities took up the case Dec. 19, after her mother reported her missing. Three weeks later, officials found Lauterbach's burned remains in a fire pit in Laurean's back yard.

Lauterbach had earlier accused Laurean of rape.

Laurean left a note for his wife, Christina, that said Lauterbach slit her own throat with a knife and he buried her in the woods near their home.

An autopsy found that Lauterbach died of blunt force trauma to the head.

CNN reported Tuesday night that Laurean had mailed two other letters to his family before crossing the border.

On Jan. 11, Laurean boarded a bus in Raleigh headed for Houston, where he caught a second bus to Mexico for about $170, CNN quoted an unidentified law enforcement official as saying.

The second bus driver told authorities Laurean identified himself as Armando Ramirez, the same official said.

CNN also showed video of a man authorities believe is Laurean withdrawing money from Lauterbach's bank account at an ATM on Dec. 24.

Ramos Ramirez said he didn't contact police about his cousin because he believes Laurean is innocent.

"It didn't seem right to contact police," he said. "He is a normal person, with no tendency for doing bad things."

He said police still hadn't contacted him about his cousin late Tuesday, despite the international manhunt.

Officials in Jalisco state, home to Guadalajara, said they hadn't been formally notified of Laurean's warrant.

Ramos Ramirez said Laurean and most of the Marine's family moved to the U.S. more than 10 years ago, and he had seen Laurean only three other times since. The second time –five years ago – Laurean went there for vacation and spent a few days with Ramirez's mother, Maria Ramirez.

Laurean hasn't contacted any other family members in Mexico, Ramos Ramirez said.

He said Laurean didn't stay long and didn't say anything about why he was in Mexico or where he was headed next. Ramos Ramirez said he wasn't surprised by the brief visit because Laurean isn't very close to relatives in Mexico. His cousin seemed calm, he added.

"It was like any visit," Ramirez said.