"We are trying to make contact with him to find out exactly what his motives are. We believe he was recently told he must take compulsory retirement," a regional official said on Sunday.
Nearly 400 people have been told to leave their homes at Connantray-Vaurefroy, near Chalons-en-Champagne, about100km east of Paris.
They were being given shelter at a gymnasium in a nearby village.
The soldier, whose name has not been released, "left a written message indicating his plan" to blow up the depot, the official said.
The authorities were unable to say how long the man had been at the depot, and if he was armed.
"We're surveying the situation to get a clearer picture of the man and what's driving him," said Jean-Luc Guillemoto, cabinet director at the prefecture of the Marne district.