Alan James Harris was being sought following the incident, in which 11 guns were stolen, on Thursday morning.
The 38-year-old was arrested this morning and charged with entering the Palmerston North police station without authority, with intent to commit an imprisonable offence in that building.
The charge carries a maximum penalty of 10 years in jail.
During the court appearance, his duty lawyer Mark Alderdice opposed all media applications, saying they should be dealt with by a judge once Mr Harris has his own lawyer.
The court agreed.
Legal aid has been applied for.
Justice of the Peace Trieste Te Awe Awe remanded Mr Harris in custody to reppear on May 21.
Police are still searching for the firearms that were stolen.
Earlier, Acting Central District Commander Inspector Sarah Stewart said locating them continues to be a high priority.
"While an arrest has been made, it is very important that anyone with information which will assist us in locating the firearms makes contact with us."
• Palmerston North Police: 0800 351 3600. Information can also be provided anonymously to Crimestoppers on 0800 555 111.