(CNN) -- Just before she and her two brothers were captured after a manhunt lasting more than a week, Lee Grace Dougherty pointed her machine pistol at a Colorado police chief, but the chief fired his .40-caliber handgun first, wounding her in the right upper thigh, according to an investigator's affidavits released Thursday.
"I pointed the gun at the cop," Dougherty told the FBI and Colorado Bureau of Investigation agent Christian L. Mohr.
"I deserved to get shot," Dougherty, 29, told authorities, according to Mohr's affidavit. "The cop said drop the gun."
When she was shot, "instantly, I let go of the gun," Dougherty told the FBI. "The pain was all through my body."
The cop who wounded her was Walsenburg, Colorado, Police Chief James Chamberlain, according to the documents.
Thursday's release of the investigator's affidavits -- filed in support of the siblings' arrests -- provided new details about the moments leading up to authorities' capture of the three Dougherty siblings Wednesday. The FBI and other law agencies conducted a multistate dragnet for the trio for more than a week.
The three siblings, arrested Wednesday after a high-speed chase by police resulted in the crash of the Doughertys' vehicle on a rural Colorado highway, had their first court hearing Thursday in Pueblo, but the three waived their right to appear, according to CNN affiliates KGTV and KUSA.
A public defender represented them in their absence, according to the CNN affiliates.
Lee Grace Dougherty, brother Ryan Edward Dougherty, 21, and half-brother Dylan Dougherty Stanley, 26, face numerous charges.
The three were wanted in an armed bank robbery in Georgia and were suspects in the attempted murder of a Florida police officer. Both incidents occurred August 2.
Bond was set Thursday at $1.25 million for each of them, according to CNN affiliate KUSA. Their next court hearing is August 15, in Pueblo.
During a high-speed chase before their car crashed, Ryan Dougherty was behind the wheel, and Dylan Dougherty Stanley was firing an AK-47 at pursuing officers and their vehicles, Lee Grace Dougherty told authorities, according to a second affidavit filed by Mohr.
"We weren't trying to hurt anyone; we just wanted them to get back," Lee Grace Dougherty told investigators after her arrest. "They were way back, and we could barely see them. We were getting shot at, then we wrecked."
Mohr inserted a note in his affidavit saying that police never fired upon the Doughertys: "No shots were fired at the vehicle and she may have mistaken the sounds of the tire deflation device they ran over."
She told investigators that she "didn't shoot at any cop in the state of Colorado," according to Mohr's affidavit.
In the Florida incident, the Doughertys successfully eluded police after the officer's car tire was shot out from one of the many rounds fired from the Dougherty's stolen car, authorities said.
But the Doughertys couldn't elude authorities in Colorado. Their car crashed into a highway guardrail during a chase that reached up to 120 miles per hour, the affidavits said.
One brother stayed in the car. Another brother stumbled off through the brush to a couple of nearby businesses, only to be picked up by law enforcement officers after a citizen spotted him, authorities told CNN.
Authorities recovered two assault rifles, a submachine gun and a handgun at the crash scene, the affidavits said.
Colorado authorities said the trio spent Tuesday night in the San Isabel National Forest, about 10 to 12 miles west of Colorado City.
Their fugitive run ended Wednesday morning on Interstate 25 between Colorado City and the town of Walsenburg, authorities said.
CNN's Deanna Proeller contributed to this report.