BBC racing commentator John Hunt’s wife and their two daughters were murdered at their home at Bushey in Hertfordshire of England.
Police detained a suspect named Kyle Clifford, 26, near a cemetery in North London.
A woman who knows the family described them as “kind, friendly and gentle” people who “always made time for others”.
Police said the suspect, who left the army two years ago after a short stint, was receiving medical treatment for his injuries, but that “no shots were fired” by officers.
Carol Hunt, 61, Hannah Hunt, 28, and Louise Hunt, 25, were found seriously injured at a house in Ashlyn Close, Bushey, just before 19:00 BST on Tuesday, and all died at the scene.
Luisa, 36, said she had been a client of Louise’s dog grooming business, Groom and Glow, for three years.
She added: “I hope they are remembered as wonderful, hardworking, kind women, rather than victims.”
BBC Radio 5 Live presenter Mark Chapman sent his “love and thoughts” to fellow commentator and friend Hunt after a “heartbreaking day”.
Speaking through tears at the start of the Euro 2024 pre-match show on 5 Live, Chapman said: “This has been a heartbreaking day.
“John Hunt is our colleague and our friend, not just to the current 5 Live sport team but to all of those who have worked here with him over the past 20 years and also to all of you who have enjoyed his superb commentaries.”
A friend of Louise Hunt said he was “in denial” about her murder and felt “angry, sad and in shock”.
He told BBC News: “I couldn’t believe what had happened at first.
“I’d heard the news from my sister early in the morning before I’d figured out who the victims were and, once I found out, it’s been a massive shock. [I’ve] been in denial.
“I can’t even begin to imagine what the father’s going through.”
Referring to England’s victory at Euro 2024, former footballer Michael Owen posted on X: “And while the country celebrate, spare a thought for John Hunt. I can’t remember feeling so utterly horrified in years. Those poor girls. Truly horrific.”
Det Insp Justine Jenkins, from the Bedfordshire, Cambridgeshire and Hertfordshire Major Crime Unit, said: “This continues to be an incredibly difficult time for the victims’ family and we would ask that their privacy is respected as they come to terms with what has happened.
“This investigation is moving at pace and formal identification of the victims is yet to take place.”
Prior to the capture armed police had arrived in numbers at a cemetery close to where a house was searched in Enfield.
Officers closed off the the Lavender Hill Cemetery and an air ambulance was seen nearby.
Earlier, local councillor Louise Nicolas wrote, in a post on Facebook, that she was “deeply saddened to learn this morning of the tragic news that three women have lost their lives in a violent incident”.
“Should anyone wish to speak with us or require any support please do not hesitate to get in touch,” said Ms Nicolas, a Liberal Democrat who represents the North Bushey ward on Hertsmere Borough Council.
“It goes without saying that this is a live investigation, so speculation as to the circumstances should not be entered into [on public forums].”