The pit bull has bitten two people in the past. Alameda police say Cochran was the one who bought the bolt-cutters to break into the shelter. He is now under arrest.
"During the interview, essentially he admitted to participating in and planning the burglary to steal Max from the shelter," said Alameda Police Lt. Bill Scott.
An hour before his arrest, the 57-year-old Cochran told ABC7 News he had nothing to do with Max's disappearance, but that his girlfriend might know something.
"She loves him very much. She feels like -- this is what she told me -- that he would do it for her," he said. "My dog, it would not bite at all unless he's provoked."
Police are still looking for Max and the the 38-year-old Perry.
Early Wednesday, someone cut the fence at the shelter and broke a ring that secured the lock to Max's cell. It is a crime that was captured by the shelter's many surveillance cameras. Police say that video helped lead them to Cochran.
"It definitely gave us some good springboard leads," said Scott. "I can't tell you exactly what it is right now because we're still using it to identify some other associates involved in the case, but suffice to say that it was a very important piece of the investigation."
An Alameda court commissioner ordered Max put down because the dog had attacked two people in recent months. The most serious incident happened at an Oakland Animal Hospital where Max lunged at an assistant who had to have 13 stitches to her lip.
"The dog decided to go ahead and just bite her and cut her lip? just bleeding like mad," said veterinarian Lloyd Freitas who had examined Max just moments before the 3-year-old pit attacked his employee.
Asked if he was concerned that Max might be out somewhere where he could hurt somebody, Freitas replied, "It depends. I haven't seen him since January when he was here and there could be a change in his personality."
Authorities want to remind the public that Max should be considered a vicious animal. They believe the animal is likely out of state by now. Besides Perry, police are also looking for two other individuals that they believe were involved in the conspiracy to spring Max out of the shelter.