Authorities were interviewing him, prosecutor Raul Quiroz told The Associated Press.
The news comes after the mother of one of the two victims accused Burgos of intentionally running her daughter over because she refused to go out with him.
Eudosia Ruane, mother of 29-year-old Angely Fana, told the AP she filed a report with police alleging homicide.
An arrest warrant had been issued for the 24-year-old reliever, who disappeared after the Sept. 30 accident that killed Fana and Josefina Minaya, 38. Burgos is accused of abandoning the victims and fleeing, charges that can carry six months to two years in prison.
Witnesses say Burgos was the driver, even though his cousin claimed to be behind the wheel, according to police.
Burgos also faces an unrelated charge of illegal weapon possession and had recently been released after posting a $3,000 bond.
He also has an Oct. 23 court hearing in the U.S. stemming from assault and harassment charges filed after he allegedly threw his girlfriend to the ground.
Burgos has not appeared in the major leagues since last year and spent the past season on the disabled list following elbow ligament replacement surgery. He pitched in the minors last month while on a rehabilitation assignment.