Following Thomas Mair’s conviction in November, Detective Superintendent Nick Wallen revealed that the .22 rimfire rifle had been stolen in Keighley in 2015.
But the question of how the weapon ended up in the hands of a socially isolated man like Mair remains unanswered almost a year on from the day Mrs Cox was killed in Birstall.
The MP and mother of two has been heading to one of her regular advice surgeries in the village library on June 16 when she was repeatedly shot and stabbed by Mair, who lived alone in nearby Lowood Lane.
In a BBC Two documentary, aired on Tuesday night, Det Supt Wallen said: “Acquiring a firearm for a criminal purpose is not easy, unless you are a criminal yourself and you know how to get one.
“As an adult male in the 21st century he is, like all of us, an owner of a mobile telephone but in three years has sent three texts and there is no call data. He is not somebody who is immersed in criminality, making calls, wheeling and dealing, trying to get himself a firearm.
“That begs the question ‘how did you, Thomas Mair, get that gun?’ It is an active line of inquiry and I will not rest until I find out how he got that gun.”
The documentary – Jo Cox: Death of an MP – featured extracts from police interviews during which Mair refused to answer any questions.
But detectives were able to establish that the rifle, typically used for pest control, had been stolen from the registered holder’s vehicle in August 2015.
“It has passed, I would presume, through a number of hands before it has got to Thomas Mair, through the criminal fraternity,” Det Supt Wallen said. “I’ve taken that firearm to bits but we’ve found no DNA, fingerprints or traces of anybody else.”
Mair, now 53, is serving a whole life sentence for murder, possession of a firearm with intent to commit murder, possession of an offensive weapon – a dagger – and causing grievous bodily harm with intent.