Myles Lyons, 19, was wanted for the bloodshed in the 8200 block of Jersey Road in Salisbury, Maryland early Tuesday morning.
The girlfriend, 19-year-old Tyisha Jackson, who is more than eight months pregnant, along with her 17-year-old sister, are hospitalized in critical condition.
The mother of the teens, 39-year-old Lakisha Jackson, is dead.
Lyons was in custody by Tuesday afternoon. Police say he was arrested in Cambridge, Maryland.
Earlier in the day, authorities said Lyons was possibly headed to Camden, New Jersey, where he has relatives.
Investigators say three younger children were at home at the time of the incident - a 2-month-old, a 2-year-old and a 10-year-old.