Officers say the pair were in a relationship and their children may have witnessed the killing.
Police were called last week to a report of an injured woman in a home in Sexsmith, just north of Grand Prairie.
They found the 35-year-old woman dead inside and took the man into custody.
The 33-year-old faces charges of second-degree murder and possession of a prohibited firearm.
He is to appear in court on Wednesday.
RCMP say they are not releasing the names of the couple in order to protect their children.
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