Adrian Navarro-Canales wore a navy jail uniform and handcuffs and showed little emotion when he entered the plea during a brief court hearing. A trial date has not been set.
The teen's cousin and three others who attended the court appearance didn't comment to reporters afterward.
Navarro-Canales is suspected of killing his 40-year-old mother, Elvira Canales-Gomez, and 9-year-old brother, Cesar Navarro, with a butcher knife in their Henderson apartment. After police discovered the bodies, they launched a search that extended to the U.S.-Mexico border.
Navarro-Canales later was found sitting alone at a food court in the Showcase Mall, along the Las Vegas Strip. He did not resist officers who arrested him.
Investigators think Navarro-Canales walked the 9 miles to the Strip from the suburban apartment where the bloody bodies were found Sept. 20.
Police think the killings happened Sept. 17 sometime after the mom picked up the 9-year-old from school and a day after she, the two boys and Canales-Gomez's boyfriend, Carlos Rubio-Villanueva, celebrated Navarro-Canales' 16th birthday.
Navarro-Canales was enrolled as a junior at Coronado High School in Henderson but hadn't attended classes since school began in August, according to Clark County School District spokeswoman Melinda Malone.
The boy's cousin Ana Martinez told investigators Navarro-Canales had no friends that she knew of in the Las Vegas area. She also said he didn't like living in the United States and wanted to go back to Mexico.
Martinez described Navarro-Canales as anti-social and said he spent most of his time in the apartment playing video games.