The submarine bird for a few hours overnight from August 10 to 11, amid which time police trust Wall's body was sliced to pieces, Moeller Jensen said.
The owner of the submarine, Peter Madsen, is in pre-trial detention on suspicion of Wall's murder.
Danish police said Saturday that the head and legs of Swedish journalist Kim Wall had been found, nearly two months after she disappeared on a submarine trip with Peter Madsen, the Danish investor who built his own submarine.
Police have previously said they were re-examining the unresolved case of a Japanese tourist whose mutilated body was found in a Copenhagen harbour in 1986, to see if there was any possible link to the Wall case.
Madsen testified in court last month that Wall was hit in the head by 155-pound metal hatch on the submarine and fell into the water, DR reported. The events that transpired while the two were underwater are still unknown but Wall never returned to shore.More news: 'Trump dossier' on Russian Federation links now part of special counsel's probe
Kim Wall (left) and Peter Madsen (right).
46-year-old man denies that he killed her.
Earlier this week, it was reported that a hard disk found in Madsen's workshop contained video clips showing women were tortured, decapitated and burned.
The Kim Wall Memorial Fund has been established by her family and friends to honour her spirit and legacy.
The exact cause of Wall's death has not yet been confirmed.More news: GM To Release 20 Electric Cars By 2023
Madsen however insisted the hard drive did not belong to him.
After throwing her body parts overboard he deliberately sank the vessel and claimed he had meant to stay on board.
It will contain the custody for another four weeks while investigations continue.
Her torso had also been weighed down when it was found, also in Koge Bay. Madsen was rescued from the sinking vessel and brought ashore, where he was picked up by police, but there was no trace of the missing journalist.More news: OJ Simpson released from Nevada prison