Detectives had launched an urgent appeal to trace Gintautas Urbonas, who is serving a 12-year sentence at HMP Peterborough for offences including attempted rape, battery and sexual assault.
The 51-year-old, who escaped the privately run category B jail on Friday, was arrested at an address in Peterborough shortly after midnight on Monday, Cambridgeshire Constabulary said.
Two men and three women have been arrested on suspicion of assisting an offender.
All of those detained are in custody at Thorpe Wood police station.
Prior to his arrest, police had warned that Urbonas might have been travelling to a port and attempting to flee to Lithuania.
His escape follows the publication of an inspectorate report which criticised safety standards at HMP Peterborough as “not sufficiently good”.
HMP Peterborough, which is operated by Sodexo, is the only prison in England and Wales that holds both women and men on a single site.