The man suspected of killing the CEO of UnitedHealthcare in Manhattan on Wednesday morning arrived in New York City last month via a Greyhound bus from Atlanta, law enforcement sources told Fox News.

The shooter boarded a bus in Atlanta the day before Thanksgiving, sources within the New York Police Department said. 

Brian Thompson was gunned down by the suspect before 7 a.m. Wednesday outside of the Hilton in Midtown Manhattan. 

"We are fully cooperating with authorities on this active investigation. As it is ongoing, we cannot provide further comment at this time," a Greyhound spokesperson told Fox News Digital. 

Police are still searching for the suspect. 

Fox News Digital's Lorraine Taylor contributed to this report.