Jamie Frater, 43, of Weymouth, was sentenced to life imprisonment in 1993 for the murder of teacher Geoffrey du Rose in Bournemouth.
He had been released on licence but was wanted after a breach on 17 January.
Detectives said Frater had surrendered to police in Bournemouth on Monday night and was now back in prison.
While Frater was on the run, police warned the public not to approach him as he "could present a risk to the public".
He went on the run after failing to return to prison in 2012, but later gave himself up. He also absconded from open prison in 2001.
A convicted murderer being sought by police after he breached his licence conditions, has handed himself in.