The woman's father was arrested in connection with the incident, while her mother and brother are on the run.
The victim, Sarla Mali, had married Pankaj Mali, who belongs to a different community, about a year ago and since then her family were unhappy with her, sub-inspector at the Khetia police station, Rajendra Ingle, said.
The woman's brother yesterday brought her to the family home at Khetia town from a nearby village where she used to live with her husband, on the pretext that their mother was ill.
This morning, the family members allegedly killed the woman by attacking her with a tool used to cut sugarcane plants, Mr Ingle said.
A murder case under the Indian Penal Code was registered in the incident, he said.
The police launched a search for the absconding family members and was trying to ascertain the role of each of the accused in the crime, the official added.
Get Breaking news, live coverage, and Latest News from India and around the world on NDTV.com. Catch all the Live TV action on NDTV 24x7 and NDTV India. Like us on Facebook or follow us on Twitter and Instagram for latest news and live news updates.