Myles Sanderson, 32, experienced "medical distress" after the arrest on a motorway in the province of Saskatchewan following a high-speed chase and died later, police say.
They gave no details. An unnamed official earlier said that Sanderson died of self-inflicted injuries.
Ten victims remain in hospital.
Three are in a critical condition.
It is not clear what prompted Sunday's mass killings which encompassed 13 separate crime scenes. Both suspects - Myles Sanderson and his brother Damien, 31 - are dead.
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