The accused Ganga Prasad, 20, is a resident of Bakshi ka Purwa village.
According to the police, a country-made pistol of 0.315 bore, two live cartridges and a shirt with blood stains have been recovered form him .
Sheila, 16, and her brother Rajendra, 12, were found dead in their house on November 7.
Their mother Sarojini Devi, who was not at home when the incident took place, had lodged a case against unidentified persons under section 302, 147, 506 and 449 of the Indian Penal Code and the SC\T Act.
It was while checking Sheila's call detail records that the police zeroed in on Prasad.
"On Monday, a joint team of Paschim Sarira Police and Crime Branch arrested Prasad. During interrogation, he told the police that he and Sheila had been in an alleged relationship for over a year," said Abhinandan, Superintendent of Police, Kaushambi.
"However, the girl fell in love with someone else and had been ignoring Prasad since the past few months. When the accused realized that she did not want to continue the relationship, he planned to teach her a lesson."
On November 6, Prasad reached Sheila's house at night, while her mother had gone to her elder daughter's house in the neighboring village. He managed to enter Sheila's room and tried to force himself on her. When she refused and threatened to raise an alarm, Prasad fired at the girl at point blank range with the 0.315 bore country-made pistol.
Hearing the gunshots, Sheila's younger brother Rajendra came out of his room and Prasad also shot him dead.
The accused later closed the house from inside and escaped.
Prasad was planning to leave the town when he was arrested.
( With inputs from IANS )