Thompson RCMP found a deceased woman at a residence on Tataskweyak Cree Nation after responding to a complaint about gunshots being fired on Tuesday afternoon.
A 20-year-old male was arrested at the scene and is presently in custody, police said. The deceased and subject are known to each other.
Charges have not yet been laid. The names of the victim and the male have not been released.
An autopsy is scheduled to be conducted in Winnipeg on Wednesday.
Thompson RCMP officers and the RCMP major crime and forensic identification units continue to investigate.