Vlado Taneski, 56, had been charged with two murders and was being investigated for the death of another woman and the disappearance of a fourth. He was jailed Sunday after a court ordered him held for 30 days pending the conclusion of the investigation.Police became suspicious after Taneski published articles about the crimes in a national daily newspaper that contained details police had not released to the public.
Police spokesman Ivo Kotevski said the journalist is believed to have committed suicide early Monday, but an investigation was being conducted.
"He was found dead with his head in a bucket of water," Kotevski told The Associated Press.
Kotevski said two other prisoners were in the same cell. He said police were expected to announce more details later Monday.
Taneski was arrested Friday at home in the town of Kicevo, about 75 miles (120 kilometers) southwest of the capital, Skopje. Police were searching his house and his cottage in a nearby village.
All the victims were elderly women who worked as cleaners and lived in the same neighborhood of Kicevo, police said.
The three women's bodies were found naked and stuffed into nylon bags hidden in different locations, police said. They had been sexually and physically abused, strangled and wrapped with telephone cables, they said.
The body of 65-year-old Zivana Temelkoska was found this year; 56-year-old Ljubica Licoska was found dead in 2007, and Mitra Simjanoska, 64, in 2005.
Police are also searching for a 78-year-old woman who went missing in 2003, and suspect she also may have been a victim, Kotevski said.
Some of the victims' relatives said they had met Taneski when he was working on his articles about the crimes.
"He came to our home, we talked, he asked for details," Temelkoska's son Zoran Temelkoski told local television. "Who could imagine that it would be our neighbor at the end?"
Licoska's sister, Cvetanka, said she was shocked that police had named the journalist as the main suspect.
"I'm very surprised with this outcome. He came to me and asked for some details about my sister," she said