The SIMI members, wanted by NIA, were arrested from a house in the steel city after a special operation launched on the basis of intelligence inputs, Director General of Police K B Singh said.
The three-hour-long operation involving an exchange of fire was conducted jointly by the tactical unit of Odisha's Special Operation Group (SOG) and Telangana Police at Mala Road, another police official said.
The exact role of the woman and her antecedents were being ascertained, he said.
While one had surrendered the very next day of the jail break, another was caught from Madhya Pradesh the same year and the rest five had been at large since then.
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These men, led by their leader Faisal and another prisoner, had made an audacious escape from the district jail in Khandwa after scaling a 14-foot wall.
The SIMI activists, who hail from Madhya Pradesh, had been staying at the place for the past about four years by using a false identity.
They were staying in Rourkela to collect money through dacoity and similar other activities.
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Meanwhile, Uttar Pradesh Inspector General (Law and Order) Bhagwan Swaroop said the four SIMI activists arrested in Odisha were also responsible for an explosion in Bijnore in 2014.
NIA has said the four were also connected with the Bijnore blast, he said.
They have been identified as Amjad Khan, Zakir Hussain, S Mahboob and Mohd Khalid. There are several cases pending against them, Swaroop said.