The body parts were discovered Friday, and a police spokesman told reporters in Copenhagen there were no fractures in Wall's cranium.
Currently, Madsen maintains that Wall died accidentally when a 70kg submarine hatch fell on her, before he disposed of her body in the sea.
Danish police have located the dismembered head of Kim Wall, the Swedish journalist who died in mysterious circumstances onboard a homemade submarine.
Wall's headless torso washed up on August 21 on an island near Copenhagen, and investigators were able to match blood in the submarine and torso. The events that transpired while the two were underwater are still unknown but Wall never returned to shore.
Initially, Madsen reported that he had dropped Ms Wall off safely, but changed his story soon afterwards.
"We found a pack with Kim Wall's attire; shirt, skirt, socks and shoes, and furthermore a blade and lead pieces burdening them", Moeller Jensen said.
Madsen has also denied amputating her limbs, saying he tried to bury her whole body at sea.
Movies "fetish" in which real women were tortured, beheaded and burned, was detailed to the prosecutor at a hearing of pre-trial detention in Copenhagen that was held a little earlier in the week.
Madsen however insisted the hard drive did not belong to him.
Her torso had also been weighed down when it was found, also in Koge Bay.
It will contain the custody for another four weeks while investigations continue. "Our society is governed by rule of law, and the case and any evidence will be judged by a court of law when the time comes, if charges are pressed", she told Swedish news agency TT.
Madsen created the UC3 Nautilus with private funding and launched it in May 2008.