A Danish inventor charged with killing a Swedish journalist in his homemade submarine has told investigators she died in an accident on board the vessel — changing his earlier statement that he dropped her off alive before it sank, police say.

Peter Madsen, 46, is charged over the suspected death of Kim Wall, who has been missing since he took her out to sea in his 17-metre-long submarine on August 10.

Madsen has previously said he left her in Copenhagen before the UC3 Nautilus sank south of the city, but has now changed his story, police said.

During preliminary questioning before a judge, Madsen said Wall died in an accident and he buried her at sea in the Bay of Koge, south of the city, police said.

Madsen was rescued a day after his UC3 Nautilus sank.

Police have said there are indications the vessel was deliberately sank.

Madsen was rescued a day later after his UC3 Nautilus sank. ( Reuters: Spancix Denmark/Bax Lindhardt )

Police found no-one else in the wreck of the submarine when it was raised.

Danish and Swedish maritime authorities are using divers, sonar and helicopters in the continued search for Wall's body in Koge Bay and in the Oresund Strait between the two countries.

Wall's family told The Associated Press she worked in many dangerous places as a journalist, but it was unimaginable that "something could happen ... just a few miles from the childhood home".

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Before his arrest, Madsen appeared on Danish television to discuss the submarine's sinking and his rescue.

It was the journalist's boyfriend who alerted authorities that the sub had not returned from a test run, police said.

Madsen has denied manslaughter charges.

Wall went out to sea in Madsen's 17-metre submarine on August 10. ( Wikipedia Commons: Frumperino )

Reuters