Robert Durst
Robert Durst was famously acquitted in 2003 for the murder two years earlier of his neighbour.Reuters

A US millionaire who was recorded in private appearing to confess to three killings has been charged with murder in Los Angeles.

HBO's true-crime documentary titled, The Jinx: The Life and Deaths of Robert Durst, shocked viewers in the finale on Sunday (15 March), when Robert Durst admitted his guilt in three murders for which he was suspected, but never convicted.

The New York real estate tycoon, who remarked off camera he had "killed them all", was arrested in New Orleans, even before the final episode could be aired.

"There it is, you're caught," he whispered to himself in a hotel bathroom while still wearing a wireless microphone. "What the hell did I do? Killed them all, of course."

Durst, who was arrested in New Orleans on Saturday by FBI agents acting on an arrest warrant, has been charged with murder in California.

The 71-year-old, appeared in court on Monday and agreed to be taken to Los Angeles, where prosecutors charged him with first-degree murder.

He has also been hit with weapons charges in Louisiana, where he is awaiting extradition.

Durst is currently still in New Orleans, but is set to return to Los Angeles after waiving extradition.

His lawyer, however, maintains Durst's innocence - and told Fox News he had not meant what he said.

The tycoon, 71, appeared in court on Monday and agreed to be taken to Los Angeles, where prosecutors charged him with first-degree murder.

Suspected, never convicted

Though Durst was a suspect in the murder of his close friend and writer Susan Berman in 2000 and his wife Kathleen Durst's disappearance from their country home in New York State in 1982, he was never convicted.

Berman had acted as Durst's spokeswoman and was about to be questioned by police when she was shot in the back of the head at home in Los Angeles in 2000.

The property heir was also investigated for killing and dismembering his elderly neighbour Morris Black, to which he admitted, but claimed that he did so in self-defence and was later acquitted.

Durst may face death penalty after prosecutors charged him with murdering Berman.