Mah Gul, 20, was beheaded after her mother-in-law attempted to make her sleep with a man in her house in Herat province last week, provincial police chief Abdul Ghafar Sayedzada told AFP.
"We have arrested her mother-in-law, father-in-law, her husband and the man who killed her," he said.
Gul was married to her husband four months ago and her mother-in-law had tried to force her into prostitution several times in the past, Mr Sayedzada said.
The suspect, Najibullah, was paraded by police at a press conference where he said the mother-in-law lured him into killing Gul by telling him that she was a prostitute.
"It was around 2:00 am when Gul's husband left for his bakery. I came down and with the help of her mother-in-law killed her with a knife," he said.
The murder comes against a backdrop of a world outcry over the shooting by Taliban Islamists of a 14-year-old Pakistani girl, Malala Yousafzai, who had become a voice against the suppression of women's rights.
While Yousafzai's case has made world headlines, people using social media in Afghanistan have made the point that oppression and violence against women are commonplace in Afghanistan.
Abdul Qader Rahimi, the regional director of the government-backed human rights commission in western Afghanistan, said violence against women had dramatically increased in the region recently.
"There is no doubt violence against women has increased. So far this year we have registered 100 cases of violence against women in the western region," he said, adding that many cases go unreported.
"But at least in Gul's case, we are glad the murderer has been arrested and brought to justice," he said.
Last year, in a case that made international headlines, police rescued a teenage girl, Sahar Gul, who was beaten and locked up in a toilet for five months after she defied her in-laws who tried to force her into prostitution.