Analog input powering the device

Hi.

I´m posting here because is a device question, no my Project question.

I have an application that need to measure a voltaje from an external device.

I shortcircuited the GND cable of the other device to GNC of the Arduino (common ground, is ok?)

The Positive of the other device to A1

The problem is that it seems that the other supply is feeding the arduino. For example, if the arduino power supply is disconnected, when the A1 voltage begins to have 3v arduino POWER led begins to light, if I add voltage to the device, the more voltage the power the led POWER light. I didn´t tried so much time because I dont know if it will break the arduino.

I changed to other arduino and is the same.

Also to notice, when I have the device and arduino working, the voltage measured in A1 is OK.

What can I be making wrong? I will kill the Arduino? It will kill or have consecuences on the other device?

The '328P chip has protection diodes on the IO pins that limit the incoming voltage to GND - 0.5V and VCC (power) + 0.5V.
If the arduino is unpowered and you apply signals to the pins, then current goes thru the diodes and can power the device. If enough power is available, you can damage the IO circuitry and other parts of the chip.
Do not apply signals to unpowered chips.

So there is no problem in the device? It´s a normal behaviour?