Nancy Duarte, 41, is charged with arson and resisting arrest for the Saturday night fire.
A witness said she used a bat to break through the front door of the Sunstone Yoga Studio, which is on the second floor in a shopping center on Mockingbird Lane.
She allegedly poured gasoline inside the studio and then started the small fire with a match.
About 100 people had to be evacuated from the shopping center, but no one was hurt.
Officers struggled with Duarte briefly and used pepper spray to subdue her. The witness said she was talking gibberish.
From behind bars on Monday, Duarte told FOX 4 she was working for the government.
"And y'all want to know how I can go from one extreme to the other and be happy that I was arrested and in jail for my crime. I mean, the story is very complicated," she said.
Dallas County Jail officials said she was evaluated by medical staff as soon as she arrived, but is currently being held with the general population.
According to the arrest warrant affidavit, Duarte admitted to setting the fire and telling police that a previous owner had been harassing her.
When FOX 4 asked Duarte what that meant, it was difficult to get a clear answer. She offered different stories about what brought her to that yoga studio Saturday and why she smiled in her mug shot.
"I won," she said. "I was done. I took down four of the top worst offenders in the world...what did I have to be upset about?"
The current owners of the yoga studio have managed it since last fall.
A director says Duarte is not a current client and hasn't worked for them.
About a month ago, there was another incident at the same yoga studio. Someone shot at the storefront, but didn't hit anyone inside.
"I'm not answering questions about that, but yes, I do know about that and I know everyone who was involved," she said.
"Were you involved?" FOX 4 reporter Diana Zoga said.
"I was involved," said Duarte.
"Were you involved in firing a weapon?" said Zoga.
"No," said Duarte.
At the end of FOX 4's jailhouse visit to Duarte, she made one last statement before taking off her mic.
"There was an old expression my grandfather had," said Duarte. "How do you solve your problems? Kerosene and a match. It used to be a joke...but, you know, funny to me."
When asked about her mental health, Duarte said she suffered from Attention Deficit Disorder and had minor issues with depression. Dallas County Jail officials say Duarte was screened during the intake process by medical staff at the jail, but is currently being held with the general female population.
Jail officials say medical staff could not offer more information on Duarte's screening because of privacy laws.