An investigation conducted in Memphis disclosed that the Kellys were living at the residence of J. C. Tichenor. Special agents from Birmingham, Alabama, were immediately dispatched to Memphis, where, in the early morning hours of September 26, 1933, a raid was conducted. George Kelly and Kathryn Thorne were taken into custody by FBI agents and Memphis police. It is often reported that Kelly was caught without a weapon and allegedly shouted, "Don't shoot, G-Men! Don't shoot, G-Men!" as he surrendered to FBI agents. This version of events appears to be a media myth created months after the arrest. Another version of the raid alleged Kelly had a pistol in his hand, but with a shotgun aimed at his heart he surrendered mumbling something along the lines of "I've been expecting you. " However, the FBI's earliest account of the event was written between three and five days after Kelly’s arrest and states: "Agent Rorer saw that Kelly…had proceeded into the front bedroom and was in a corner with his hands raised. He was covered by [Memphis Police] Sergeant [name withheld]. " with Kelly not reported to have spoken at all.