Deyun Shi, 44, was arrested by Hong Kong police after arriving on a flight from Los Angeles on Saturday night.
Earlier, the Los Angeles County Sheriff's department had issued a call for his capture, after two teenage boys were found dead in a house in Arcadia, Los Angeles on Friday.
The same notice said Shi was also wanted for questioning over the attempted murder of his wife the day before.
Appearing in court on Monday, Shi declined legal representation, and sought bail which was refused.
Through an interpreter, he told the court that "the details of the allegations against me are not true."
Shi denied he'd been trying to evade U.S. authorities, and said he had been trying to get to Shenzhen in southern China, where he has a business.
"I would like to give a clear accounting to the U.S. government. Therefore, I would like to return as soon as possible," Shi said.
The bodies of the teenagers were found just after midday on Friday. They were named as William and Anthony Lin, in a statement by the Arcadia Unified School District
"We are beyond saddened to learn of the death of the Lin brothers, William and Anthony, who attended Arcadia High School," the statement said.
A vigil is being held for the two students on Monday.
"While this tragedy did not happen on campus, it will undoubtedly have an enormous impact throughout all our schools," the statement said.
Students returning to school this week would be offered extra counseling, it added.