Anthony Williams was arrested Sunday after authorities say he tried to sell the radio to customers at a Taco Bell drive-through.
Police say a video shows Williams attempting to get into the police station, but being turned away.
Later, authorities say the 41-year-old walked into an office when no one was manning the security station in the lobby.
They say Williams spoke on the police radio, which helped police realize the device was missing.
It was not immediately clear if Williams had a lawyer.
