The suspect, identified as 32-year-old infantryman Justin Walters, surrendered without incident after the Sunday night slayings, New York State Police Superintendent George P. Beach II said.
Trooper Joel Davis, 36, was responding to the report about 8 p.m. Sunday and was approaching the home in the town of Theresa, near the Canadian border, when he was shot, Beach said. Walters' wife, 27-year-old Nichole Walters, was found dead at the scene. Police haven't said how she was killed.
State police said Walters is stationed at nearby Fort Drum, home of the 10th Mountain Division. Information on Walters' military service was expected to be released later Monday.
WWNY-TV in Watertown reported Justin Walters was clad only in shorts when he was brought to a town court around 4 a.m. Monday to be charged with first-degree murder in Davis' slaying and second-degree murder in Nichole Walters' death.
He was ordered held in the Jefferson County Jail without bail. Walters didn't have a lawyer at the arraignment.
The station reported that when the judge asked Walters if he knew why he was in court, Walters responded that he didn't know.
Police said a second woman living on the couple's property was also shot, but her injuries were not life threatening.
State police said Davis, of Evans Mills, graduated from the Basic School of the New York State Police Academy on May 29, 2013. He originally was assigned to the Troop D Watertown barracks before receiving his current assignment at the state police barracks in Philadelphia, New York, just outside Fort Drum.
Davis previously worked for the county sheriff's office as a road patrol deputy. WWNY reported that his brother, Josh Davis, is a police officer in Watertown.
Joel Davis is survived by his wife and three children.
In a statement Monday, New York Gov. Andrew Cuomo said "the entire New York family grieves" for Davis.
"Trooper Davis served as a member of the New York State Police for four years and his death is yet another sad reminder of the risks law enforcement officers face each day in order to protect our communities and serve the residents of this great state," the Democratic governor said while urging New Yorkers to keep Davis' family, friends and colleagues in their thoughts and prayers.
Cuomo later ordered that flags on all state government buildings be flown at half-staff in the slain trooper's honor.
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