Cecilia Haddad's ex Mario Santoro arrested by Rio police

BRAZILLIAN police have arrested Mario Marcelo Santoro over the death of his former girlfriend Cecilia Haddad in Sydney, but it's still unclear whether he will be extradited to Australia.

The Rio de Janeiro police department said Santoro was arrested at a relative's home in the city's Botafogo district over the death of Ms Haddad whose body was found in the Lane Cove River in April.

Local footage shows Santoro being led through a frenzied media pack on his way into a police station.

He was arrested on Saturday, a day after police searched his home in Rio as well as the homes of his parents and relatives, after a warrant for his arrest was issued on Thursday.

Fabio Cardoso, from Rio's homicide division, said police believe Ms Haddad, a Brazilian mining executive, was killed by asphyxiation.

"In April, by not accepting the break-up, he (Santoro) allegedly killed her by asphyxiation by pressing her neck and dumping her body in the river," Mr Cardoso told the Seven Network in Brazil.

"We know he had the key to her house because he lived there for a while."

Santoro flew back to his native Brazil on the same weekend that 38-year-old Ms Haddad's fully-clothed body was found.

Friends of Ms Haddad took to social media to celebrate the arrest of her alleged killer.

"Justice starts now," one friend posted to Facebook.

"Finally, he's stuck," said another.

NSW Homicide Squad detectives are preparing to travel to Brazil "as soon as international protocols have been met", a police spokeswoman told AAP.

"NSW Police Force is continuing to work through Commonwealth processes in order to bring a successful conclusion to their investigation," the spokeswoman said.

NSW Police issued a warrant for the 40-year-old's arrest last month, but there are concerns Santoro will never be extradited to Australia to face charges because of Brazilian laws and customs.

A spokesperson from the federal Attorney-General's office on Sunday was unable to say whether Santoro's extradition to Australia was being sought.

"This is a matter for Brazilian authorities," they told AAP.

"Australia does not comment on extradition matters, including whether a request has been made or it intends to make a request."

The government is still working with NSW authorities and Interpol to confirm the basis of Santoro's arrest.

Foreign Minister Julie Bishop last week told reporters Australian authorities were "working closely" with Brazilian counterparts to ensure an "appropriate" outcome.