Two notes were found in the restrooms of a Walmart in Carnegie and Fallingwater Museum in Mill Run, WPXI-TV reported.
In the first note found in the Walmart bathroom, the woman claimed to have been sexually and physically assaulted while being held captive. She warned that her captor, 38-year-old Corey Brewer of Pittsburgh, had a knife and left an address.
"If I don’t make it tell my family I love them," police said one of the notes read, according to KDKA-TV.
After police were alerted, officers went to the address but no one answered the door. Police called the woman but Brewer answered and said they were on vacation in New York, the reports said.
When police were alerted to a second note found at the museum, officers returned to the home with a SWAT team. Brewer and the woman were found inside the home.
Police said the woman told officers that she had been held against her will since May 1 and Brewer had threatened to kill her and her family if she attempted to escape, the outlets reported.
Brewer was arrested and charged with sexual assault, strangulation and unlawful restraint, according to court records.