Pinky was allegedly shot dead yesterday in Basai village of the district.
She was living here with her brother-in-law Naveen for the last two years, DCP Surender Pal Singh said.
After the murder, Naveen was detained for questioning, during which he confessed to have killed Pinky with the help of his two friends Sonu and Sunil.
His two accomplices were also arrested today, DCP Surender Pal Singh said.
Police recovered one country-made pistol, bullets and a motorcycle used in crime, the DCP added.