The senior detective in charge of the murder investigation, Det Supt Nick Wallen, revealed after the case that the .22 rimfire weapon had been stolen from a four by four utility sports vehicle in Keighley in August 2015.
He added: “How he, an anti-social loner with no previous criminal history, no criminal ring of individuals around him, came into possession of it is very much an active line of enquiry and I would like any assistance as to how he came by it.”
Det Supt Wallen confirmed that the weapon had previously been legally owned and had been stolen from the boot of a vehicle.
Officers believe the weapon likely came into Mair’s possession just weeks before he murdered his local MP.
The officer said he believed Mair began planning the attack only after he got the rifle, around the time he made internet searches on how to kill someone with a .22 weapon.
Det Supt Wallen said Mair began to “immerse himself in hate”, as was evident from him accessing neo-Nazi and other far right material online.
Det Supt Wallen said it was still unclear why Mair chose Mrs Cox as a target or whether he was planning a “spectacular” by killing others as he re-loaded the weapon and headed away from the centre of Birstall.
The officer added: “What we know about Thomas Mair is that he is a loner in the truest sense of the word. He had no mental health diagnosis but showed signs of obsessive compulsive disorder.
“For somebody like that to have travelled over to Keighley to steal a firearm seems unlikely.”
“To think that he was part of a wider group would be wholly wrong, it would be completely barking up the wrong tree.”
Det Supt Wallen said it was still unclear why he had chosen to kill Mrs Cox.
He added: “These are questions that we have asked of him but he has not given us any answers. We are in the world of speculation but it is my view from the evidence and what we found on the internet that he has come into possession of the weapon and then tried to research Jo.
“He has had the motivation and then the opportunity.”
Det Supt Wallen said he believed he may not have chosen Mrs Cox as a target just for her views on Brexit but simply because she was someone dedicated to tolerance and inclusivity.
The officer said he does not believe that Mair belonged to any right wing group or associated with any members of such groups.
He said: “This is a man who has never held down a job, had a girlfriend or any friends. To think that he was organising a right wing group is his own fantasy rather than reality.”
The officer said there were no signs that Mair had any problems with drink or drug abuse.
He did not have a computer at his home. A dongle was found along with a memory stick but it contained very little material.
He added: “All his internet use seems to have taken place at Birstall and Batley libraries. They were akin to the search an A Level history student might undertake.”
The officer said there was no evidence that he had looked for material on the dark web or had viewed anything that would trigger the library computer firewalls.
The officer said there was no record of Mair ever having any involvement with the police. Records also showed that he had never reported being a victim of crime.
He added: “He has never even been given a parking ticket - there was absolutely nothing.”
Referring to Mair’s behaviour during police interviews, the officer said: “It is quite a skill to say nothing over a long period of time to question after question after question.
“Thomas Mair did not speak one word in interview. He never even gave his name.”
The officer said attempts to trace where Mair obtained the dagger, including checking with many military supplies outlets, had so far been unsuccessful.