The journalist was reported missing by her boyfriend the following day.
The Danish police said on Saturday that divers had recovered the severed head and legs of the Swedish journalist Kim Wall, along with a knife and pieces of her clothing, in a bay in southwest Copenhagen.
Headless torso Valle was found in the waters of Copenhagen on August 21.
Wall, 30, died after going out on Madsen's homemade submarine on August 10 for a story. The events that transpired while the two were underwater are still unknown but Wall never returned to shore.
Wall was working on a story about Madsen, who dreamed of launching a manned space mission.
Wall was last seen on August 10 when she went inside the 18-meter submarine with Madsen.More news: USA trade deficit narrows to $42.4 billion
He originally said he had dropped Wall off in Copenhagen alive before the sinking, but he later changed his account to say she died in an accident aboard the submarine.
For the prosecution, it is no doubt that the inventor has killed Kim Wall to fulfill a sexual fantasy before killing her and dismembering.
They did not determine a cause of death at the time but found it had been "deliberately mutilated" and suffered 14 stab wounds.
During their investigation, police found videos of women being tortured, decapitated and murdered on the inventor's personal computer.
Madsen however insisted the hard drive did not belong to him. He slipped and lost his grip on the hatch, which then hit her on the head, he said. A talented writer, her work appeared in The New York Times, the Guardian and TIME, among publications.
Her torso had also been weighed down when it was found, also in Koge Bay. He later admitted the journalist had died while on board the UC3 Nautilus.