Thursday marked the first day of the four-day-long "entertainment and comic convention".
The 30-year-old man was in possession of three handguns, a shotgun, a knife, ammunition, and a variety of other hand-held weapons along with wearing body armour, police said.
He was taken into custody without incident after a brief struggle with police, according to Fortune.
Local news source AZ Central released this video report stating further details, such as the man was apparently taking photos of local law enforcement officials and posting them to social media with threatening messages. Prop weapons include swords, sabers and fake guns.
Police and convention organizers said they are tightening security in response to Thursday's threat. "He was immediately removed from the venue and taken to police headquarters for questioning". More police will also be present during the event to help keep things in order. However, this did not seem to occur on Thursday, with the armed man slipping through into the convention while fully armed.
"As an added precaution, weapons of any kinds - including simulated, replica or toy weapons - will not be permitted into the venue", Fortune added. Should convention and event attendees in the United States be concerned that they might be next?
Police are ramping up security over the weekend with additional screenings amid the incident.
The man, who was not identified by police, is now at police headquarters with detectives.