KNOX CO. (WKYT) - From inside the Knox County jail, Jessie Jaynes explains his alibi as to why James Cox was shot and killed at his home on Bailey Branch.

"We had an intruder on our property and I done what I thought I had to do," said Jessie Jaynes Monday.

Cox died at the scene Thursday yet police didn't arrest Jaynes and his wife, Angela until Sunday night.

"I spent 25 years of my life trying to save peoples' lives, never imagined I would ever be in this situation,"said Jaynes, who used to work as a volunteer firefighter.

"So for me it's heartbreaking. My heart goes out to his family and his friends," said Jaynes of Cox's family.

Police are continuing their investigation, but say they stick by the murder charges. They say the shooting happened as a result of a fight.

Jaynes doesn't deny that, but says he's surprised he's in jail.

"Because I was doing what I felt I had to do on my own property," said Jaynes.

"I can't go into many details to the murder charge, except we do not feel it was a self defense case," explains Kentucky State Police Trooper Shane Jacobs.

Police say Cox was shot twice and that both suspects were involved in the shooting, which they say took place outside the home.

"The information we received, Mr. Cox and Angela knew each other, may have been in some kind of relationship at one point," said Trooper Jacobs.

"Supposedly there's been some threats in the past, but it was second hand information to me," said Jaynes.

Police say a grand jury will decide how the case proceeds.