Police said that Ronald McMullen called 911 from his Norman home on June 29 to report that his daughter was shot in the face,
"When you listen to the 911 call, the father states that she shot herself," said Norman Police spokesperson Sarah Jensen.
When police responded to the scene, it was determined that her death was suspicious.
Police said that Ronald McMullen attempted to wipe blood off of himself as officers had to "physically restrain him from doing so several times."
Police were able to take photos of him for evidence, before he got on the ground and covered himself in dirt.
According to a search warrant affidavit, the young woman's body and the gun used were moved after she died.
The affidavit said that Kailee had been living at home on and off prior to her death, but had a deeply unhappy relationship with her father, friends told police.
McMullen was taken into custody on Wednesday at Cleveland County Jail, where he is being held without bail.
"Investigators are working hard to determine the facts in this case and feel glad to have who they believe did it behind bars," Ms Jensen said.
Friends started a GoFundMe campaign to raise funds for Kailee McMullen's funeral.
"Kailee was loved by every single life she came in contact with, and will be missed dearly," the GoFundMe campaign said.