First of all, I believe that would make you a thief, and liable to criminal prosecution as such. Furthermore, the "bad guy's" gun itself may have been stolen by someone else before you stole it, and may have been used in a criminal shooting.
As others have noted, you are going to have to have some discussion with police and possibly a prosecuting attorney, judge and jury as to how you came to ventilate this person, and if they have no weapon, I think you are putting yourself in quite a predicament for those proceedings.