Jesus Deniz of Worland, Wyoming, appeared at a four-minute hearing in Billings federal court. He entered his pleas to two counts of first-degree murder, assault with intent to commit murder, assault with a dangerous weapon and assault resulting in serious bodily injury.
U.S. Marshals then took Deniz, also known as Jesus Deniz Mendoza, back into custody.
Deniz is accused of killing 51-year-old Jason Shane and 47-year-old Tana Shane on July 26 when they and their daughter, Jorah Shane, offered to help what they believed was a stranded motorist in the small town of Pryor.
The gunman pointed a rifle at the family, ordered them out of their vehicle and demanded money, according to an FBI statement included with the criminal complaint filed after Deniz's arrest.
When they told him they had no money, he ordered them to walk away from the car and then opened fire, the FBI statement said.
The couple was killed on the roadside, and their daughter was shot as she ran away, the statement said.
Deniz told FBI agents he shot the family because he was getting tired of waiting around and because the daughter laughed at him, the criminal complaint said.
Deniz's public defender did not immediately return a call for comment Friday.
The indictment and the FBI statement refers to the victims by their initials. The FBI previously confirmed Jason and Tana Shane were killed, and a relative identified 26-year-old Jorah Shane as the other person shot.
The murder charges carry a mandatory sentence of life in prison upon conviction, and the assault charges each have maximum prison terms between 10 to 20 years.
The case is in federal court because the victims are Native Americans on an Indian reservation.