Piu Nandi(21), wife of Asim Nandi, set herself on fire at her residence at Pachmore village, the sources said.
She was rushed to Bankura Medical College Hospital where she succumbed to her injuries, they said.
Piu was married to Asim only nine months back.
Asim Nandi was among the eight soldiers killed when militants attacked an army convoy at Hyderpora bypass on the outskirts of Sringar, a day before Prime Minister Manmohan Singh and Congress chief Sonia Gandhi's visit to the state.