Indonesian police have arrested an Australian woman and a British man in connection with the killing of a police officer in the tourist resort of Bali.

Sarah Connor and David Taylor were arrested as they were seeking protection at the Australian Consulate in Denpasar, Bali's capital, on Friday, two days after the killing of the traffic police officer, 2nd Assoc. Lt. Wayan Sudarsa.

Bali Police Chief Maj. Gen. Sugeng Priyanto said statements from nine witnesses led to the arrest of the couple.

Sudarsa's bloodied body was found early Wednesday on the beach outside the Pullman Hotel in Kuta.

Priyanto said he interrogated Connor and she stated that she had been drunk at that time. The police chief said Taylor refused to be questioned while waiting for a lawyer.