Divers have found the head, legs and clothes of a Swedish journalist who was killed after going on a trip with an inventor on his submarine, police in Denmark said.

Copenhagen police investigator Jens Moeller Jensen said the body parts were found on Friday in plastic bags, with a knife and "heavy metal pieces" to make them sink, near where Kim Wall's naked, decapitated torso was found in August.

Inventor Peter Madsen, who is in pre-trial detention, has said Ms Wall died after being accidentally hit by a heavy hatch in the submarine, but police have said 15 stab wounds were found on the torso found at sea off Copenhagen on August 21.

Ms Wall's arms are still missing.

The cause of death has not been established.

Mr Moeller Jensen said there were no fractures to 30-year-old Ms Wall's skull and he declined to comment on the discovery of the knife.

Madsen said he "buried" her at sea after she was hit by a 155lb hatch on his UC3 Nautillus submarine.

The detention of the 46-year-old, who has denied manslaughter, expires on October 31 when a court will decide if he will remain in custody ahead of a possible trial.

He is also held on preliminary charges of the indecent handling of a corpse.

Police have said the submarine only sailed in Danish waters on August 10 and 11.

During their investigation, police have found videos on Madsen's personal computer of women being tortured, decapitated and murdered.