At about 6am hours on Friday, emergency services were called to Carrutherstown, Dumfries and Galloway, with concern for a man.
He and another injured male were found and taken to Dumfries and Galloway Royal Infirmary.
A 52-year-old woman was then pronounced dead within a nearby property.
The investigation is still ongoing and officers remain at the scene.
Police Scotland have appealed for information and said a 35-year-old man had been detained.
A spokesman said they were not looking for anyone else in connection with the incident.