A headless female torso was found on Monday in the water's edge in Copenhagen, hours after a Danish inventor charged with killing a journalist in his home-made submarine told a court she died on board, police said.

Peter Madsen told the court that Swedish journalist Kim Wall had died in an accident and he had buried her at sea, changing his earlier statement the he dropped her off alive in Copenhagen.

Police later told a press conference that it was still too early to identify the body - missing its head, legs and arms - that was found by a passing cyclist.