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.
Sailson described his need to kill as pathological.
"When I didn't kill, I would get nervous," he told TV Globo. "I would pace around the house, and then when I killed, it calmed me."
Police chief Marcelo Machado told TV Globo that Sailson is also suspected of killing a 2-year-old boy, the son of one of the dead women.
Specialized police teams are carrying out an investigation into his claims.
"We must carefully examine, one by one," Machado said.
Police said they had located four other cases from the homicide division that had the same modus operandi presented by Sailson, who told them he used knives to kill.
Police said they had also arrested a man and woman, who Sailson said had told him to kill the latest victim.
The self-declared killer said he had "no regrets" about his actions and would kill again if set free.
"What is done is done," he told the TV network. "If I leave here in 10, 15, 20 years, I'll go back to doing the same thing."