His arrest came after he was released from a medical center in Cape Girardeau, Missouri, where he was hospitalized on Sunday.
The bureau said that just before 4 p.m. on Sunday, they discovered Lori Shields dead at a home in Norton after the local sheriff's office "received information" that a woman was deceased at the residence.
Officials said that a suspect was identified and both the KBI and Norton County Sheriff's Office tried to find him.
Hours later, at 2:40 a.m. Monday morning, police in Cape Girardeau, Missouri responded to a report about someone "calling out for help from a hotel room." Investigators said that the man in the hotel room was Damien Shields, who was discovered with "injuries that were likely self-inflicted."
He was later arrested for first-degree murder in his wife's death, and booked at the Cape Girardeau County Jail, according to officials.
Lori Shields was a secretary at Eisenhower Elementary School in Norton. Classes in the school district were called off Monday in response to her death.
The Associated Press contributed to this report.