Carol Jenkins-Davis was from Rushville, but was stabbed to death in the city of Martinsville when she was just 21 years old.
An Illinois Department of Corrections spokeswoman said Peterson was transferred but declined to say why or where, citing security.
The man is expected to be charged with the murder of 19-year-old Amanda Bach, found dead in a town near Gary, Indiana.
Witness testimony has begun in the case of Michael Griffin.
Columbus police arrested Demetrick Shepherd and charged him with murder and burglary after they found the body of 14-year-old Chelsea Porter last week.