The man, Kameswara Nahak of Dia Dein village, identified as the prime accused in the killing of Pranati Das, was caught from the railway station at Chhatrapur in the district while he was trying to escape, Superintendent of Police Ashish Kumar Singh said.
The police claimed to have arrested almost all accused in the case.
The 30-year-old woman of Dia Dein village died after she was stabbed and set alight at Rambha on Monday evening while she was returning home from her sister's house.
She lived alone in a rented house. Her husband was in the CRPF.
The state Women's Commission has sought a report from the SP (Ganjam) about the incident.