The video shows the 34-year-old computer tech entering the Navy shipyard building in a blue Toyota Prius. Then, in a hallway he appears to assemble a shot gun and then he starts roaming the halls looking for targets.
The images are disturbing - especially for the families of victims. Twelve people were killed in the shooting rampage.
The FBI says one reason why they decided to release the video was to clear up rumors that Alexis was hunting specific individuals.
The former Navy reservist used a valid ID to enter the secure facility where he was working as a private contractor.
Along with the images, authorities also released evidence uncovered in Alexis's apartment. He left behind a note indicating he was suffering from an ultra low-frequency attack.
Also, the words "end the torment" and "better off this way" were etched into his gun.
"There are indicators that Alexis was prepared to die during the attack and that he accepted death as the inevitable consequence of his actions," said FBI Deputy Assistant Director Valerie Parlave.
Police did have prior contact with Alexis before the shooting rampage. In one incident, he told officers he was hearing voices, but that information was never passed on to the Navy's background check system.
Pentagon officials are now looking at ways to improve that background check system.