"Those guys will rough me up if I try and land there. Pilots kept plane out of harm's way and people on ground safe", the sheriff said on Twitter.
A two-acre fire burns early Saturday on the Puget Sound island where the plane crashed.
Two F-15 fighters were scrambled from the Portland airport and followed the plane as it flew over the region, the Federal Aviation Administration reported.
Pierce County Sheriff Paul Pastor said the man "did something foolish and may well have paid with his life".
The incident is not thought to be terrorism-related.
At a news conference in Seattle-Tacoma International Airport, officials from Alaska Airlines and Horizon Air said that they are still working with authorities as they investigate what happened.
"We're working to find out everything we possibly can about what happened", Brad Tilden, chief executive of Alaska Air Group, said in a statement.
According to the mercurynews.com, witnesses reported seeing the Bombardier Q400, a turboprop aircraft, perform a loop-the-loop and almost slam into Chambers Bay, all while being pursued by fighter jets.
Later, Mr Russell said: "I've got a lot of people that care about me".
"I was outside watering and heard the jets, saw the plane coming, and something told me to get my phone and record", said Leah Morse, who took a video of the plane tailed by jets flying over her house.
Jeremy Kaelin said he worked with Russell, a ground service agent at Horizon Air, in 2016.
A 3 ½ year employee of Horizon Air had specialized training and higher-level security clearance, helping him carry out his plan to steal a Horizon Air passenger jet from its parking spot at Sea-Tac Airport on Friday evening. Investigators headed Saturday to the crash site to recover the plane's data recorders and Russell's remains as part of a criminal probe, authorities said.
Officials do not believe Russell had a pilot's license, and they do not know how he knew to fly the plane.
"The President has been briefed on the incident involving a stolen plane from Sea-Tac Airport in Seattle and is monitoring the situation as information becomes available", press secretary Sarah Huckabee Sanders said.
The married airport employee, 29, "hijacked" the Alaska Airlines plane before performing stunts in the sky as he was tailed by fighter jets today. "I mean, I would hope it is, for a guy like me". The plane involved was a Horizon Air Q400 with no passengers on board, tweeted Alaskan Airlines.
Smoke and an orange glow seen on Ketron Island in Washington state.