Police said Saturday that the man they hoped could tell them what happened to Mandy Matula died before he could be questioned about the 24-year-old Eden Prairie woman’s disappearance.

David M. Roe, 24, shot himself in the head outside the Eden Prairie police station Thursday and was pronounced dead early Friday morning, the Hennepin County medical examiner said Saturday night.

Matula vanished after leaving her family home in Roe’s car late Wednesday.

Without a witness or suspect to guide them to Matula or her body, police and volunteers renewed their search of the area near Miller Park on Saturday, finding an unfired bullet they believe may be linked to Roe.

Katie Bengston, a spokeswoman for Eden Prairie police, said investigators were not disclosing whether the caliber of the bullet matched the handgun that Roe used to shoot himself Thursday afternoon, before officers could approach his car in the police station parking lot. He had agreed to talk with a detective about Matula, whose family had reported her missing at 8:30 a.m. that day.

Ballistics tests were underway Saturday on the bullet and on Roe’s gun. Police said they were also conducting DNA tests on the bullet and on several other pieces of possible evidence found Saturday.

Authorities confirmed shortly before noon that Roe had died of his injuries, but released no further details, saying they were still in the process of calling family members and preparing for an autopsy.

Roe’s family didn’t return messages on Saturday.

Roe, the older of two brothers, was a star football player at Eden Prairie High School and went on to play football briefly at the University of St. Thomas.

“He was always really nice to me,” said Carter Bykowski, a former football player at Eden Prairie. “It’s very sad.”

Matula’s younger brother, Steven, 21, who has been organizing search parties for his sister, said she had been trying to end a relationship with Roe.

After a phone conversation Wednesday night, Roe picked up Mandy Matula in his Ford Escape. They were last seen in Miller Park.

On Saturday, after volunteer searchers discovered the bullet near the park about 10 a.m., authorities cordoned off a large area near Eden Prairie Road and Scenic Heights Road.

Eden Prairie Road was closed for several hours as the search expanded, but roadblocks came down shortly after 6 p.m.

Earlier in the day, a phalanx of officers had walked shoulder to shoulder on the grounds surrounding Victory Lutheran Church, peering into the grass.

About three hours after searchers found the bullet, a pickup truck pulled up near the front of the church. A bearded man exited the passenger door and hurried toward officers.

“I’m the father,” Wayne Matula told police, stepping inside the yellow police tape. Joining the father seconds later was Steven Matula, the brother.

Eden Prairie Police Lt. Jim Morrow told them what the searchers had found.

Wayne Matula thanked the hundreds of people, including strangers, who have been helping to search for his daughter and who on Saturday found what could well be key evidence.

“Mandy was a beautiful person,” he said.

Wayne Matula also confirmed that searches were underway in the St. Cloud area, where Roe had attended St. Cloud State University and had been driving early Thursday, according to cellphone records.

A news release from Eden Prairie police late Saturday said areas around the Mississippi River in Stearns County were searched by the Stearns County Sheriff’s Department.

Earlier Saturday, Steven Matula said volunteer searchers were concentrating on the area of Eden Prairie High School, where both Mandy Matula and Roe graduated in 2007. “It’s the only area we haven’t searched,” he said.

Also on Saturday, searches continued for two other missing women, Kira Trevino of St. Paul and Danielle Jelinek of Oakdale. Neither turned up any new information.

Jelinek’s sister, Cory Jelinek, said Chisago County authorities dragged Green, Moody and Spider lakes on Saturday.

“I think we were all so hopeful that we were going to find something,” Cory Jelinek said. “It’s just been so sad,” she said reflecting on the other searches.

“I don’t know why all these young beautiful women who have their whole lives in front of them are having their lives taken,” she said. “Today there were three searches going on for three women missing in Minnesota, and that’s just not acceptable.”