Rio de Janeiro (AFP) - Brazilian police said Thursday they have arrested a suspected serial killer who admits to slaying 39 people in a four-year killing spree, including 16 young women.

"He was arrested Tuesday night after a 70-day investigation and Wednesday admitted to slaying 39 people since 2011, including 16 women, homosexuals and homeless people," a police spokesman from central Goias state told AFP.

He said the suspect, 26-year-old security guard Thiago Henrique Gomes da Rocha, was arrested in the central city of Goiania, adding he had earlier Thursday slit his wrists after smashing the light bulb in his cell.

Firefighters prevented the suspect from inflicting serious self-harm and police then paraded him before the media.

Police say he has told them he did not know his victims and acted out of an inner "fury he felt against everything" which only subsided when committing murder.

After the slayings, he would feel remorse which only fueled his anger and led him to kill again.

A police search of his grandmother's home where he lived turned up a .38 caliber revolver, a motorcycle and two stolen motorcycle number plates.

According to police, he fired on victims while cruising the streets.

"The investigation continues, as does the ballistics analysis," the police spokesman said.

He added there was evidence the revolver had been used in at least six of the killings and that the investigation was focused on the slayings of women, whose ages ranged from 13 to 29.

Thiago Rocha has also admitted to killing eight homeless people last year and several homosexuals.

Police are sifting through evidence including closed circuit television footage which reportedly showed a motorcyclist shooting dead 14-year-old Ana Lidia de Souza as she walked to a bus stop.

Further footage shows a man wearing a motorcyclist's helmet blasting a sleeping homeless man in the head before fleeing the scene on his motorcycle.

Rio daily O Dia said relatives of Thiago Rocha had expressed shock at his arrest as "he is considered to be a very calm person."