Story highlights Police: A man arrested on suspicion of a killing confesses to dozens more

Sailson Jose das Gracas tells a TV station that he's been killing for a decade

"When I didn't kill, I would get nervous," he says

Rio de Janeiro police say they have set up special teams to investigate the claims

(CNN) A Brazilian man has confessed to killing 39 women in the Rio de Janeiro region, police said Thursday -- shocking claims that, if confirmed, would make him one of the most prolific serial killers in the country's history.

In an interview with Brazilian broadcaster TV Globo, the alleged killer, Sailson Jose das Gracas, said that he carried out the first slaying when he was 17 and continued to kill over the next decade.

"I started robbing purses and small things like that," he told TV Globo. "And as I got older, I started having a different thoughts. My thoughts started changing. From stealing, I started thinking about killing."

Sailson, reported to be 26-years-old, said he didn't kill impulsively but stalked his victims.

Rio police said they arrested Sailson on Wednesday on suspicion of killing a woman in the suburb of Nova Iguacu. He confessed to that homicide and then told police about the other killings, they said.

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