In March 1963, Oswald used the alias "A. Hidell" to make a mail-order purchase of a secondhand 6.5 mm caliber Carcano rifle for $29.95. He also purchased a .38 Smith & Wesson Model 10 revolver by the same method. The Warren Commission concluded that Oswald attempted to kill retired U.S. Major General Edwin Walker on April 10, 1963, and that Oswald fired the Carcano rifle at Walker through a window from less than 100 feet (30 m) away as Walker sat at a desk in his Dallas home. The bullet struck the window-frame and Walker's only injuries were bullet fragments to the forearm. The United States House Select Committee on Assassinations stated that the "evidence strongly suggested" that Oswald carried out the shooting.
George de Mohrenschildt testified that he "knew that Oswald disliked General Walker." Regarding this, de Mohrenschildt and his wife Jeanne recalled an incident that occurred the weekend following the Walker assassination attempt. The de Mohrenschildts testified that on April 14, 1963, just before Easter Sunday, they were visiting the Oswalds at their new apartment and had brought them a toy Easter bunny to give to their child. As Oswald's wife Marina was showing Jeanne around the apartment, they discovered Oswald's rifle standing upright, leaning against the wall inside a closet. Jeanne told George that Oswald had a rifle, and George joked to Oswald, "Were you the one who took a pot-shot at General Walker?" When asked about Oswald's reaction to this question, George de Mohrenschildt told the Warren Commission that Oswald "smiled at that." When George's wife Jeanne was asked about Oswald's reaction, she said, "I didn't notice anything"; she continued, "we started laughing our heads off, big joke, big George's joke." Jeanne de Mohrenschildt testified that this was the last time she or her husband ever saw the Oswalds.
Oswald returned to New Orleans on April 24, 1963. Marina's friend Ruth Paine drove her by car from Dallas to join Oswald in New Orleans the following month. On May 10, Oswald was hired by the Reily Coffee Company as a machinery greaser. He was fired in July "because his work was not satisfactory and because he spent too much time loitering in Adrian Alba's garage next door, where he read rifle and hunting magazines".
Marina's friend Ruth Paine transported Marina and her child by car from New Orleans to the Paine home in Irving, Texas, near Dallas, on September 23, 1963. Oswald stayed in New Orleans at least two more days to collect a $33 unemployment check. It is uncertain when he left New Orleans; he is next known to have boarded a bus in Houston on September 26 — bound for the Mexican border, rather than Dallas — and to have told other bus passengers that he planned to travel to Cuba via Mexico. He arrived in Mexico City on September 27, where he applied for a transit visa at the Cuban Embassy, claiming he wanted to visit Cuba on his way to the Soviet Union. The Cuban embassy officials insisted Oswald would need Soviet approval, but he was unable to get prompt co-operation from the Soviet embassy. CIA documents note Oswald spoke "terrible hardly recognizable Russian" during his meetings with Cuban and Soviet officials.
On October 2, 1963, Oswald left Mexico City by bus and arrived in Dallas the next day. Ruth Paine said that her neighbor told her on October 14 about a job opening at the Texas School Book Depository, where her neighbor's brother, Wesley Frazier, worked. Mrs. Paine informed Oswald, who was interviewed at the depository and was hired there on October 16 as a $1.25 an hour minimum wage order filler. Oswald's supervisor, Roy S. Truly (1907–1985), said that Oswald "did a good day's work" and was an above-average employee. During the week, Oswald stayed in a Dallas rooming house under the name "O. H. Lee", but he spent his weekends with Marina at the Paine home in Irving. Oswald did not drive a car, but he commuted to and from Dallas on Mondays and Fridays with his co-worker Wesley Frazier. On October 20 (a month before the assassination), the Oswalds' second daughter, Audrey, was born.
Photos of Oswald holding the rifle that was later determined to be the murder weapon are an important piece of evidence linking Oswald to the crime. The photos were uncovered with other possessions belonging to Oswald in the garage of Ruth Paine in Irving, Texas, on November 24, 1963. Marina Oswald told the Warren Commission that around March 31, 1963, she had taken pictures of Oswald as he posed with a Carcano rifle, a holstered pistol, and two Marxist newspapers — The Militant and The Worker. The pictures were shown to Oswald after his arrest, but he insisted that they were forgeries.