Cheptegui is in a critical condition in hospital in Eldoret, Kenya after the attack on Sunday afternoon, both Kenyan and Ugandan newspapers said.
Trans Nzoia county police commander Jeremiah Ole Kosiom told The Star newspaper that Cheptegui's boyfriend, named as Daniel Ndiema Marangach, was also burnt in the attack, described as a domestic dispute.
The 33-year-old Cheptegui, who finished 44th in Paris, has a house in Kenya where she stays when she trains in the country.
The police said they were investigating.
(Reporting by Mark Gleeson in Cape Town; editing by Pritha Sarkar)

epa11544554 Athletes compete during the Women's Marathon event of the Athletics competitions in the Paris 2024 Olympic Games in Paris, France, 11 August 2024. EPA-EFE/CHRISTIAN BRUNA