The 14-year-old girl with him was reported unharmed.
Indiana state police said David Ludwig was caught after he crashed the car he was driving about 20 miles west of Indianapolis.
Earlier, police told CNN that Ludwig and Kara Beth Borden were spotted at a central Pennsylvania truck stop. A worker at the truck stop said the girl appeared to have been crying.
Police allege Ludwig killed Kara's parents at their Lititz, Pa., home early Sunday and fled with the girl.
A police spokeswoman said the parents, Michael and Cathryn Borden, found out about the relationship between the two and wanted to talk to Ludwig about it. He allegedly showed up at the home, however, with a gun. Both parents were shot to death and their bodies found by their youngest child, a 9-year-old.