"Cheikh Ould Saleck, was on the run for three weeks, and from Mauritania entered Senegal then Guinea-Bissau," a high-ranking police source who asked not to be identified told AFP.
He said Ould Saleck, 31, was arrested last night near the border there, but security sources in Guinea and Guinea-Bissau said he was nabbed inside Guinea, not far from the border.
A Mauritanian source said the escaped prisoner would "soon" be extradited back home.
His absence from evening prayers that day alerted his fellow inmates, who went to fetch him and found his cell locked.
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A guard smashed open the door and found a flag of Al-Qaeda in the Islamic Maghreb (AQIM), the group's north African franchise, according to a prison source.
Ould Saleck's wife and sister, who visited him often in prison, were arrested on January 4 in Nouakchott.