It was the latest horrific act of gender-based violence in the East African country, where activists have warned of a rising femicide epidemic.
Cheptegei's death has been described as "senseless" and "a despicable crime".
The 33-year-old long distance runner died at about 5:30 am (0230 GMT), the doctor treating her at a hospital in Eldoret in western Kenya told reporters.
"Her injuries were extensive and covered most parts of her body. It led to multiple organ failure," said Kimani Mbugua, head of the intensive care unit at the Moi Teaching and Referral Hospital.
"We tried our best but we did not succeed. Looking at her age and the over 80 percent burns she suffered, the hope of recovery was slim."