The freelance journalist went missing after boarding a privately built submarine with its Danish inventor, Peter Madsen, on August 10.
The body parts and clothing were found Friday in plastic bags with a knife and "heavy metal pieces" to make them sink near where 30-year-old Kim Wall's naked, headless torso was found in August, Copenhagen police investigator Jens Moeller Jensen said.
Madsen has been charged with manslaughter, which in Danish law implies murder, and he is now in pre-trial detention.
The items were found on Friday in Koge Bay, a little more than half a mile from where her torso was recovered on August 21. He denies the allegation and has called her death an accident.
The 46-year-old was rescued by the coastguard on August 11 after his homemade submarine sunk in Køge Bay but Wall was not with him.
Later, Madsen said that the journalist died from a blow on the hatch on a submarine.
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He said he had tossed her body overboard. The autopsy did not, however, to establish the causes of death.
He has denied that the videos on the hard drive were his as it was a shared computer. He slipped and lost his grasp on the incubate, which at that point hit her on the head, he said.
Madsen remains in police custody as the investigation continues.
Her torso had also been weighed down when it was found, also in Koge Bay. A capable author, her work showed up in The New York Times, the Guardian and TIME, among productions.
But the group became engaged in a long-running dispute over the Nautilus, before members of the board chose to transfer the vessel's ownership to Madsen, according to the sub's website.