Vicky White, 56, died in hospital after she and Casey White (no relation), 38, were arrested in Indiana following an 11-day manhunt.
The two had vanished from a prison in Lauderdale County on 29 April.
They are believed to have been romantically involved.
According to officials, they were last seen as she was transporting him to a bogus mental health evaluation.
It was Ms White's last day at work before retirement. She had recently sold her home and told colleagues she planned to spend more time at the beach.
Late on Monday, the Vanderburgh County Coroners Office confirmed that Vicky White died in a local hospital after shooting herself during the arrest.
More information on her death is expected to be released on Tuesday following an autopsy.
The US Marshals Service said Ms White had been spotted leaving a hotel in Evansville, Indiana with a wig on before getting into a car driven by Casey White.
A police chase ensued, ending when a marshal rammed his vehicle into the couple's Cadillac, at which point Casey White surrendered, saying his "wife" had shot herself and needed help.
"We got a dangerous man off the street today. He is never going to see the light of day again," Lauderdale County Sheriff Rick Singleton said.