"When I rang the bell at the jail and told them who I was, they were surprised," Toy told The Paducah (Ky.) Sun newspaper. "I guess they haven't seen that before."
Toy, 21, was in the McCracken County Regional Jail in western Kentucky awaiting trial on charges stemming from a July home invasion. He's also serving a four-year sentence for theft.
Officials said he escaped early Monday while on a cleanup detail in the lobby. He bolted after a guard unlocked the front doors to clean trash from a breezeway.
But Toy returned that afternoon, wet and covered with grime. He told authorities his sister had persuaded him to surrender because his family feared for his safety.
Jailer Bill Adams said he doubts Toy's account. He thinks the escapee spent his brief liberty hiding beside the Tennessee River.
Adams said it was the first time in his 14 years as a deputy and jailer that he's seen an escaped convict willingly return.
Toy told the newspaper, "It was a spur of the moment decision. I saw an open door and just ran through it."
He added, "I am sorry about what I did. If I had it to do over again, I would have never run out the door."