The deceased was identified as Amirun Nesa, 22, wife of Alamgir Hossain of Baghaiya village in the upazila.
Local sources said Alamgir stabbed his wife around 2:00am, leaving her seriously injured. Later, she succumbed to her wounds.
Local people caught accused Alamgir from the spot and handed him over to police.
Officer in-charge of Gowainghat Police Station Delwar Hossain said the dead body was sent to Sylhet MAG Osmani Medical College Hospital morgue for autopsy.
A case was filed over the incident, he added.
The OC said, she might be killed following a family feud but the actual reason behind the murder will came out after investigation.