A broadcast report says text messages he sent to his family suggested he wanted to take his own life.
He was picked up at a Daytona Beach hotel.
For months, he and his wife defended their daughter, Casey, saying she had nothing to do with her daughter's disappearance and murder.
/*Caylee Anthony*/'s remains were found in a wooded area near the Anthony home last month.
There is no word on whether this incident with Caylee's grandfather has anything to do with the murder investigation.