They were discovered near to Kim Wall's naked, decapitated torso which was found in August in the sea off Copenhagen.
However, it did show multiple mutilation wounds to Wall's genitals.
Her head was found in a bag that also contained two legs, Copenhagen police inspector Jens Moller said.
A forensic dentist has confirmed the head and limbs belong to Wall.
The detention of Madsen, who has denied manslaughter charges, expires October 31 when a court will decide if he will continue to remain in custody ahead of a possible trial.
Madsen has insisted there was no sexual relationship between him and Wall, and that their contacts had been professional. Officials said her head, arms and legs had been deliberately cut off after her death.
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"Yesterday morning we found a bag within which we found Kim Wall's clothes, underwear, stockings, and shoes".
He said the computer searched by police was not his.
"I've been informed of the find, but I haven't received any material yet".
"It is from an exploratory angle, but definitely also from an ethical angle, so that the relatives of Kim Wall can get a whole human being once she is to be buried", Møller Jensen said reports Danish newspaper Politiken.
Kazuko Toyonaga, a 22-year-old student, was on vacation in Europe when she disappeared.
Wall, 30, was a freelance journalist from Sweden who attended Columbia Journalism School in NY, and reported on stories from Sri Lanka to North Korea.
The court heard he had been working on building a space rocket in the lab. He later admitted the journalist had died while on board the UC3 Nautilus.