The 49-year-old inventor, who was interviewed over the phone, answered “yes” to the journalist's question about whether he killed the 30-year-old woman who was interviewing him on board his privately-built submarine.
“There is only one who is guilty, and that is me,” he said in the documentary.
The series, produced by Discovery Networks Denmark with the Danish title De hemmelige optagelser med Peter Madsen (The Secret Recordings with Peter Madsen) was released on Wednesday morning.
In a press statement, Discovery Networks Denmark said that journalist Kristian Linnemann had more than 20 hours of telephone conversation with Madsen, who is serving his sentence.
Madsen was convicted in convicted in April 2018 of the murder of Wall and sentenced to life in prison.
He later appealed against the sentence, asking the appeals court to give him a lighter punishment and arguing that life behind bars was “disproportionate”. He claimed during his trial that Wall’s death was an accident. The appeals court upheld the life sentence.
Although the case against Madsen is closed, forensic psychiatrists and investigators can learn something from the new conversations, according to Kurt Kragh, a former senior officer with the Danish police.
“When you obtain in this way so much knowledge about a perpetrator's characteristics, motives, premeditations and methods, and especially what resulted in him in deciding to commit one of the most brutal murders in criminal history, these lessons should be part of police and psychiatrists' knowledge,” Kragh says in the Discovery Networks Denmark press release.