"I was thinking, 'What the heck is going on?"' the boy said in the video released to The Associated Press and other media. "'Who did this? Why would anyone do this?"'
The boy eventually admits to having pulled the trigger Nov. 5. As the video wraps up, he buries his head in his jacket.
"I'm going to go to juvie," the boy says after an officer asks what he's thinking.
At one point, the boy told authorities he had been mad at his father. He said he was supposed to bring home some papers from school earlier in the week and got spanked by his stepmother at his father's request because he didn't.
The boy has been charged in juvenile court with two counts of murder. Police say the boy used a .22-caliber rifle to kill the men in St. Johns, about 170 miles northeast of Phoenix, as his father and his co-worker, Romans, came home from work. The boy's stepmother wasn't home.
A defense attorney has said police overreached in their questioning of the boy, who was not represented by a family member or lawyer during the interview with Apache County sheriff's Cmdr. Matrese Avila and St. Johns police Detective Debbie Neckel.
"I think they're going to have a problem getting that statement into court," defense attorney Benjamin Brewer said earlier this month before a judge issued a gag order in the case. "I believe there were many violations in regards to how it was obtained."
Another hearing in the case is scheduled Wednesday.
During the interview, the boy's accounts of the shootings change from him never having touched a gun, to throwing one he found in the home in a closet, to shooting at a car he said was speeding away from the house.
He maintained initially that someone else had shot the men first and that he shot his father to keep him from suffering and Romans because "he was shaking."
During another section of the video, the officers explained to the boy that if he had touched the gun, a lab would find his fingerprints. If he had shot the gun, they said gun powder residue would be found on his clothing. The officers told the boy that evidence showed that Romans and Romero were shot with a single gun.
"Sweetie, we need to know the truth," Avila said at one point. "It's important. We have to know because what's going to happen is the police are going to find out."
The boy later admitted to shooting the men at least twice each, reloading the gun at times.
The boy initially said in the video that he handled guns only when he and his father went shooting together, targeting rabbits and birds. He later said he sometimes played with guns that were in the house and that he felt bad about not telling his dad.
Police Chief Roy Melnick has said the boy planned and methodically carried out the shootings, but the boy gave no indication in the interview that he had been thinking about shooting his father.
Melnick also has said that police had found no signs of abuse in the home.