The two were arrested from Andhra Pradesh Express train on a tip off that they were trying to flee to Delhi, they said.
Jagdish (34) was stabbed to death on October 16 allegedly by burglars whom he was chasing at Nelamangala town in Bengaluru Rural district.
The incident happened when Jagdish, attached to Doddaballapur police station, along with four other constables had gone to Nelamangala town to catch two burglars involved in various crimes including motorcycle thefts.
Police said the duo will be brought to the city after completing the judicial formalities.