Anthony Waterlow has not applied for bail after being charged over a double murder in Sydney’s east.

Victims: Chloe Waterlow and her father Nick Waterlow were found stabbed to death (ABC)

After nearly three weeks on the run, Antony Waterlow was arrested yesterday and charged over the stabbing murders of his father Nick and sister Chloe at her Randwick home.

The 42-year-old has also been charged with recklessly wounding a two-year-old child.

He appeared at Parramatta Local Court via video link from holding cell at Penrith. He did not apply for bail.

Outside court his lawyer, John Meadley, said he had spoken to his client last night and he sounded OK.

But he said this morning his client did not appear to be himself and looked morose on the video court screen.

“I’m not very happy about how he looks or how he feels or how he sounds,” Mr Meadley said.

“I haven’t seen him face-to-face and I’ll wait until I can get to a place where that can happen.”

Waterlow will appear at Central Court next month.

He was spotted by a customer yesterday morning at a Colo Heights service station on Sydney’s north-western outskirts.

Homicide Squad acting head Dennis Bray says police chased Waterlow into nearby bushland, where he had been sleeping rough.

“After a short pursuit he stopped, produced a knife and threatened self-harm,” Mr Bray said.

Police say once he put the knife down he was cooperative and returned with them to the Windsor Police Station for questioning.

He was wearing the same clothes he was in on the day of the alleged murder.

Nick and Chloe Waterlow were farewelled at separate ceremonies in Sydney last week.

Mr Waterlow was the director of the Ivan Dougherty Gallery and a key figure in the Sydney Biennale, and his death sent shockwaves through the Australian arts community.