He wrote in a Facebook post that the woman is Joy Lane, and that he would only stop if she or his mother called him. Lane is said to be an Air Force veteran, and he said that the two dated for three years, and he wishes he'd never met her.
Cleveland Police have confirmed that the video posted to Facebook Live showing an elderly man being shot is legitimate.
He is 6ft and is said to weight 240lbs. He is bald with a full beard. He is wearing a dark blue, and gray or black striped polo shirt.
Police say he is driving around in a White Ford Fusion with temporary tags and is considered armed and dangerous.
Cleveland State University has issued a shelter in place, a campus spokesman told Fox 8. The Cleveland Clinic is also on lockdown now because of the shooter, according to Tia Ewing of Cleveland 19 News.
The University also sent out a text messages to its students, according to Heavy, which says "Cleveland police are searching for a murder suspect last seen south of Interstate 90 in the area of E93rd".
Stephens's Facebook and all posts have since been taken down. The video of the shooting was on his page for three hours.
Earlier, Stephens blamed casinos and his lack of self control for the "Easter Sunday massacre" in Cleveland.
Though only one of the murders has been confirmed by police, he claims to have killed at least 14 others, and a woman online claims that he killed a two-year-old as well.
In the original Facebook post that has since been removed, he said: "Easter day slaughter because of joy lane," and "I killed 12 people and I won't stop unit my mother and joy lane call me." The woman named is believed to be his ex-partner.
Later on he claimed to have killed three more people, and said that the bodies were in an abandoned house, reported Heavy.
In the live video, he pulls up to an elderly man in his car and says: "Finally found somebody I'm going to Kill, I'm going to go kill this old dude."
He then gets out and walks up to the man. The two exchange a few words and the elderly man looks to be trying to shield himself. Stephens then lifts his gun and shoots him.
Friends have desperately been trying to get him to stop.
The shooting happened on East 93 Street just south of the Interstate 90 in the city's Glenville neighborhood, Cleveland police spokeswoman Sgt. Jennifer Ciaccia said, told the Plain Dealer.
Cleveland Police said in a statement: "Cleveland Police are currently investigating a homicide at 635 E. 93.
"Suspect did broadcast the killing on Facebook Live and has claimed to have committed multiple other homicides which are yet to be verified.
"Suspect in this case is a bm (black male) Steve Stephens 6'1 244 bald with a full beard.
"Wearing dark blue and grey or black striped polo shirt. White or cream colored SUV. Armed and dangerous. If seen call 9-1-1. Do not approach."
Other videos on his social media profile show him at a gun range.
Shanice Dunning from Cleveland 19 News spoke with a man and woman who has said that the man killed in the video was their 78 year old father.
The two are distraught, and the man says: "He's a good guy, he'd give you the shirt off his back. I'm not just saying that for these cameras. I'm telling the truth this man right here was a good man."
The woman adds that her hearts "feels like it's going to stop."
In 2016 the aftermath of a US police officer fatally shooting a man during a traffic stop was broadcast on Facebook Live.
Philando Castile wsa killed by a police officer at 9.04pm, and less than a minute later the officer began firing the first of seven fatal shots into the car.
Castile's girlfriend Diamond Reynolds broadcast it on Facebook Live and the footage quickly spread across social media and news channels.
The police officer was later charged with manslaughter.