Alpharetta Police Sgt. George Gordon said authorities used the man's cellphone signal to track him and began pursuing him Monday afternoon.
Gordon said when the man realized police surrounded his car, he shot himself. His name wasn't immediately released.
Police across Michigan's Lower Peninsula have been seeking a man suspected in holdups from Kalamazoo in the west to Yale in the east. The latest happened Saturday at Capac State Bank in Yale, 55 miles north-northeast of Detroit in St. Clair County.