Lt. Kevin C. Mainhart, 46, was fatally shot Thursday morning when he pulled over the suspect in a traffic stop, officials said.
The women were found dead outside a rural home nearby, Arkansas State Police said. The suspect, James Michael Bowden, 32, took shelter in the home, about 5 miles southwest of the small city of Dardanelle after the deputy was shot, police said.
Sadler said Bowden released a female hostage before he surrendered about five hours after the standoff began. Bowden was taken into custody about 2:40 p.m. local time, police spokesman Bill Sadler said.
Bowden faces three counts of capital murder, said Col. Bill Bryant, head of Arkansas State Police.
Authorities said Mainhart was on his way to check a disturbance call on rural Gum Springs Road when he identified a vehicle believed to be associated with the incident.
Mainhart was fatally shot on State Highway 27 near Slo Fork Road, Sadler said. He died at a local hospital.
When other officers arrived at the Gum Springs Road home, they saw the two bodies outside, Sadler said. It wasn't immediately clear how the two victims died. They were not immediately identified. Their possible connection to Bowden was not immediately known.
Suspect's sister talks about his mental state
Bowden's sister told CNN affiliate KARK
in Little Rock that her brother "didn't want to come out. He thought that he would be shot."
"Jamie has been mentally ill for a little while now. He has been in and out of the mental hospital. We didn't expect anything of this caliber to happen," Julie Bowden Inmon told the station.
She added: "We're very sorry for what happened ... My brother actually told me on the phone that he wished things hadn't happened this way."
'Our hearts are saddened'
Mainhart was a five-year member of the Yell County Sheriff's Department, authorities said. He had previously retired from the West Memphis Police Department after a more than 20-year career.
Yell County Sheriff Bill Gilkey said Mainhart was respected among his colleagues and was a leader.
"He was an extraordinary example of what a law enforcement officer should be," Gilkey said. "He had a great work ethic. He was fair-minded."
Gilkey added: "He was also a great father and a husband, as well as a great friend to all of us in law enforcement and the community."
Gov. Asa Hutchinson said: "Our thoughts, prayers and gratitude are with the Mainhart family."
The fatal shooting "highlights the dangers that are facing law enforcement officers across this country, " Sadler said. "This deputy checked in for duty this morning not even realizing that this would be his last call."
On Thursday evening in Dardanelle, about a dozen people gathered along the Arkansas River, joined hands in a circle and prayed in remembrance of the victims.