Atkinson was charged with capital murder, and a warrant was issued for his arrest on Monday. He was taken into custody in Wiggins, a city roughly 40 miles north of Biloxi, police said.
The suspect was considered "armed and dangerous," and investigators said they were "actively pursuing him."
McKeithen, whom Atkinson allegedly killed, served with the police department for 24 years and was set to retire at the end of 2019.
The 58-year-old was shot multiple times near his patrol car parking outside police headquarters and later died at a local hospital. The suspect ran off after firing several rounds, officials said.
“Any time you have this kind of deliberate and violent attack on a police officer, especially right in front of a police station, it should cause everyone great concern,” Gulfport Police Chief Leonard Papania previously said.
Biloxi Police Chief John Miller said McKeithen was among a group of officers awarded the Medal of Valor for saving four special needs children from a flooded home during Hurricane Katrina in 2005.
“That’s the kind of guy he was,” Miller said. “It was a horrible, horrible event he had to go through but he went through it anyway. And they say those children undoubtedly would have perished.”
“He was very gentle, likable, he treated people with respect and dignity and we are going to miss him sorely,” the police chief added. McKeithen leaves behind a wife, daughter, two stepsons, and a stepdaughter.
The Gulfport Police Department and Harrison County Sheriff’s Office worked together on the investigation and were being assisted by their counterparts at the federal, state and local levels.
A $35,000 reward was offered for information leading to Atkinson's arrest.
Fox News' Greg Norman and The Associated Press contributed to this report.