Authorities said it was an unattended campfire and a suspicious forest ranger who tipped officers.
"The nightmare started on July 30 is finally over," said David Gonzalez of the U.S. Marshals Service.
Gonzalez said 44-year-old Welch reached for a weapon but dropped it when she realized she was outgunned by a swarming SWAT team.
Officers apprehended McCluskey, 45, without incident after finding him lying in a sleeping bag outside a tent. He told authorities he had a gun in his tent and would have shot them if he had been able to reach for it.
Welch allegedly helped McCluskey and two convicted murderers escape from prison. The group made it to New Mexico, where they were linked to the murders of a couple in their travel trailer.
Daniel Renwick, 36, was caught in Rifle, Colo., about 670 miles from the prison and three hours outside of Denver. Tracy Province, 42, was captured in Wyoming.
But McCluskey and Welch, who are also cousins, were able to evade authorities, drawing comparisons to Bonnie and Clyde. They had last been spotted in Montana, leading to an alert in Yellowstone National Park.
McCluskey and Welch are being held in the Apache County Jail in St. Johns.
The Associated Press contributed to this report.