The woman also filed a petition for a protective order against Wilson on the same day as Schnittman, court records show.
Her petition was approved.
In it she wrote that Wilson sent text messages to her all day and night and showed up at her door when she didn't respond. She also said he broke into her house with a screwdriver in August and stole her .38-caliber revolver.
Police said more than one gun was used the day Wilson killed Schnittman and himself but declined to identify the type of guns used.
Oklahoma City police responded to calls about a shooting and home invasion early Friday in the 1500 block of NW 39. They arrived and found a 32-year-old woman being held hostage in a car by Wilson.
Schnittman was found shot to death inside the house.
The woman Wilson took hostage was described by police as having been in a relationship with Schnittman.
She told police she'd been sexually assaulted. The Oklahoman's policy is not to name victims of sexual assault.
Officers persuaded Wilson to free the woman and were led on a high-speed chase along the Interstate 35 bridge south of the Interstate 40 eastbound junction.
Wilson appeared to lose control of his vehicle before it came to a stop. Officers found Wilson dead inside the car of a self-inflicted gunshot wound.
Four children, ages 9, 5, 2 and 1, were in the home. They were taken into protective custody.