The 33-year-old Ugandan marathon runner, who competed in the recent Paris Olympics, had suffered extensive burns after Sunday’s attack.
The authorities in north-west Kenya, where Cheptegei lived and trained, said she was targeted after returning home from church.
A report filed by a local administrator alleged the athlete and her ex-partner had been wrangling over a piece of land. Police say an investigation is under way.
Speaking to journalists outside the hospital where she had been treated, her father, Joseph Cheptegei, said that he had lost a daughter who was very supportive and asked the Kenyan government to ensure justice is done.
The head of Moi Teaching and Referral Hospital in Eldoret, Owen Menach told reporters that the athlete had died after all her organs failed.