New Haven police have identified Qinxuan Pan, a 29-year-old Massachusetts resident, as a person of interest in connection with the Feb. 6 shooting death of Kevin Jiang, a graduate student at Yale University, National Guardsman and devout Christian.

"Mr. Pan should be considered armed and dangerous, and…extreme caution should be used if you come in contact with this individual," said New Haven Police Chief Otoniel Reyes. "If located, we ask that you contact the New Haven Police Department."

Pan, 29, was last seen at the Best Western Hotel in North Haven, Conn., police said, but had likely already fled the state. 

Police said Qinxuan Pan should be considered armed and dangerous. (New Haven Police Department)

FIANCEE OF SLAIN YALE STUDENT, ARMY VETERAN SPEAKS OUT

"We do not expect that he is in Connecticut, we believe that he is outside of the state," Reyes said at a news conference Wednesday afternoon, adding that, "anything’s possible."

Although police said he was not currently a suspect in Jiang’s slaying, Pan, who resides in Malden, Mass., is wanted on warrants in Massachusetts and Connecticut in connection with a stolen car.

Prior to the shooting, Jiang had been involved in a car wreck, police said, and they were investigating the possibility that it was intentional.

Yale graduate student Kevin Jiang was a member of the Army National Guard and a frequent volunteer at Trinity Baptist Church in New Haven, Conn. (Yale University Police Department)

Police said earlier this week that Jiang, 26, may have been "targeted" in what appeared to be a road rage incident. During a news conference Wednesday, they said they were exploring whether Jiang and Pan had any prior history.

CONNECTICUT POLICE SAY SLAIN YALE GRAD STUDENT MAY HAVE BEEN TARGETED; SEARCH CONTINUES FOR ALLEGED KILLER 

Pan is graduate of the Massachusetts Institute of Technology, in Cambridge, Mass., police said. Jiang’s fiancée had reportedly also gone to school there.

Zion Perry, the fiancée, told Fox News Tuesday that Jiang was a member of the Army National Guard, held deep Christian faith and was a frequent volunteer at Trinity Baptist Church in New Haven. As a graduate student, he was researching mercury levels in fish in the Quinnipiac River watershed.

"Kevin was really an on-fire follower of Jesus and to me, that’s what his life represents," she said. "A life lived following after God, and I hope that many people can know that he truly followed the Lord and that his life will inspire many to follow Jesus and to come closer to the Father."

Jiang had just proposed to Perry on Jan. 30 -- a year after they first met at a church retreat. His 27th birthday would have been this week.

CLICK HERE TO GET THE FOX NEWS APP

Jiang’s funeral service will be held on Saturday, Feb. 13, presided over by the pastor who was supposed to officiate the couple’s wedding.

Anyone with information about Pan’s whereabouts or other details of the case is asked to contact New Haven police. Tips can be called in to 1-866-888-TIPS or via email to ECIC@newhavenct.gov.

Fox News’ Danielle Wallace contributed to this report.