The Army says the body of 28-year-old Brandy Fonteneaux was found Sunday at Fort Carson outside Colorado Springs.
KKTV quoted her family as saying the soldier had been stabbed and was found unclothed.
Army officials won't release any details. Fonteneaux's sister and mother declined to comment to The Associated Press.
Investigators haven't said whether they have any suspects, but they say they don't believe anyone else is in danger.
The Army Criminal Investigation Command is investigating.
Fonteneaux held the rank of specialist and had been in the Army two years. She was a food service specialist in the 4th Engineer Battalion.