Jennifer Mills-Westley was stabbed and decapitated in Tenerife, Spain, at a supermarket on Friday. A homeless man has been arrested in connection with the attack. (The Lucie Blackman Trust/Associated Press)

The British woman who was brutally beheaded on the island of Tenerife had complained just minutes before the attack that she was being followed.

The Sunday Times of London reports Jennifer Mills-Westley, 60, went to a shopping centre Friday morning in the town of Arona on the Spanish island and walked into an employment centre to complain to staff that she was being followed.

Guards at the centre had told the man to go away. Mills-Westley, a British retiree, then walked over to a Chinese supermarket nearby. Soon after, she was stabbed and then beheaded.

Sarah Mears, one of Mills-Westley's two daughters, told the Times her mother was "full of life, generous of heart and would do anything for anyone.

"We now have to find a way of living without her love and light."

Mears said her mother had been living in Tenerife for 10 years and made regular trips to visit her other daughter and six grandchildren in France and Mears in Norfolk, England. 

CCTV footage shows a security guard running after the man who was leaving the market in the Los Cristianos neighbourhood with the head. Two guards held him down until police arrived.

A 28-year-old man was arrested in connection with the attack. Police identified him as a homeless Bulgarian man, Deyan Valentinov, who had been living on the beach in Los Cristianos.

Local reports said the man had received treatment at a hospital in February after being involved in previous violent incidents.

Tenerife, part of the Canary Islands off the north west coast of Africa, is a popular destination for British holidaymakers and retirees. It gets 10 million tourists a year.