Kubiak said police believe the person under arrest killed Nova Henry, 24, and her 9-month-old daughter, Ava, who were found dead of multiple gunshot wounds in their apartment on Jan. 24.
Henry was the mother of ex-Chicago Bulls player Curry's 3-year-old son. The boy was found unharmed at the scene.
Knicks spokesman Jonathan Supranowitz said by e-mail to The Associated Press that Curry had no comment.
Kubiak said she could not confirm details of the arrest.
The Chicago Tribune reported Saturday that Henry's mother, Yolan Henry, said a detective informed her after midnight that a Chicago man, a more recent boyfriend of her daughter's, was in custody.
"I feel relieved that I don't have to walk outside and wonder if he going to hurt my grandson," Yolan Henry told the newspaper.
There was no immediate response Saturday to a call from The Associated Press seeking comment from a Yolan Henry in Chicago.
