A wealthy real estate heir long-suspected in the disappearance of his wife and the death of another allegedly made a chilling confession during an HBO documentary one day after he was arrested for murder, according to the New York Post.

"There it is. You're caught," were the words Robert Durst said during Sunday's final episode of "The Jinx: The Life and Deaths of Robert Durst."

"What the hell did I do?... Killed them all of course," the millionaire uttered into the microphone, apparently under the impression it was turned off. The audio aired on Sunday is reportedly over two years old.

The 71-year-old, who is estranged from his family, made the statements in the bathroom after he was presented with potentially incriminating evidence, including an anonymous letter leading police to the body of a woman who was killed execution style in Los Angeles in December 2000.

Experts say the handwriting is strikingly similar to a letter Durst previously wrote to the victim, his friend Susan Berman who served as his spokeswoman when his first wife disappeared in 1982. Both letters also have the words "Beverly Hills" misspelled as "Beverley Hills" on the envelopes, according to the show's evidence. 

The HBO team sent the letters to the Los Angeles District Attorney's Office before Durst was arrested, an unnamed source close to the office told the Post. A murder warrant was issued and Durst was arrested in New Orleans on Saturday. He was ordered held without bail.

Durst is from the noted New York property empire Durst Organization. He stood trial for murder in 2001 for the death of his neighbor Morris Black, whose body was found cut up not far from where they lived in Galveston, Texas.

Durst said he killed Black in self-defense during a scuffle over a gun, according to The New York Times.

But though he was acquitted of that murder, Durst was never quite free of suspicion for the disappearance of his wife Kathie and the death of Berman. He did not report Kathie missing until several days after she vanished in New York and fled to Galveston in 2000 when police resumed the investigation into his wife's whereabouts.

During that time Berman, Durst's friend from graduate school, served as his spokeswoman, leading investigators to believe he shot her in the back of the head at her Hollywood Hills home to keep her form divulging information about him, according to The NY Times.

Police know Durst was in California at the time of Berman's death and the anonymous tipster note about her body was sent the day she was found dead. But Durst was never charged with her death or Kathie's disappearance.

Durst's younger brother Douglas, chair of the Durst Organization, released a statement thanking law enforcement for making the arrest.

"We are relieved and also grateful to everyone who assisted in the arrest of Robert Durst," Douglas said according to the Post. "We hope he will finally be held accountable for all he has done." 

Attorney Chip Lewis, who represented Durst at his 2001 murder trial, said his client will not fight his extradition to Los Angeles. A hearing has been scheduled for Monday.

"He maintained his innocence for years," Lewis told the Associated Press. "Nothing has changed."