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
At least one gun was found inside the vehicle, police said.
According to US Marshals, the two had previously been last seen on Friday driving a copper-coloured Ford Edge with an Alabama registration plate.
On Monday, Sheriff Singleton described the 6ft 9in Casey White as "extremely dangerous" and advised law enforcement not to "take any chances" with him.
Meanwhile, Ms White had a spotless record as a prison guard.
"I would have trusted Vicky with my life. I really mean it," Lauderdale County District Attorney Chris Connolly told reporters. "If we needed something from the jail, she was our go-to person, solid employee. That's why it's so shocking.
Casey White was charged in September 2020 with murder over the stabbing of 58-year-old Connie Ridgeway. He was already serving 75 years for a series of violent crimes in 2015, including burglaryvehicle theft and a police chase.
He allegedly confessed to the murder, but later pleaded not guilty by reason of insanity, and was awaiting trial at the Lauderdale County Jail when he disappeared, authorities added. He faces execution if convicted.
The prisoner also now faces an escape charge and will be returned to the Alabama corrections system.
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