The 52-year-old suspect had been in detention since his arrest Jan. 4 in connection with the slaying of Eva Magnusson of Orebro, the Swedish news agency TT reported.
The suspect, who was not named, was taken by ambulance to a hospital where he was pronounced dead on arrival.
A spokeswoman for Orebro police said the death is being treated as a suspected suicide.
Magnuson, who disappeared in late December, reportedly had a relationship with the suspect.
Parts of her body were found in a wooded area outside of town following a tip from the public, the Swedish news agency said.
Pistorius testifies he didn't consciously pull trigger when he shot girlfriend
Charlize Theron not engaged to Sean Penn 'yet'