Police said they were not ruling out more deaths from what one newspaper dubbed the "house of horrors", where one woman's body was cut up and burnt in the fireplace.
The 46-year-old man, identified by Bild daily as Wilfried W., and his ex-wife, Angelika B., 47, were arrested last week, accused of tormenting a woman through almost two months of captivity.
The couple was caught after their car broke down with the badly wounded 41-year-old woman inside. She died hours later in hospital from a head injury.
On Tuesday prosecutors and police said the female suspect had admitted to at least one more killing by the couple, and to trapping several more women over the years.
The second victim was a 33-year-old woman, whose body the couple had stored in a deep-freezer, then cut into pieces and incinerated in their fireplace.
The woman had died on August 1, 2014 as a result of "severe physical abuse", in the village house in the western town of Höxter, said chief prosecutor Ralf Meyer.
Meyer stressed that investigators could not rule out that more people were killed, although police at this stage had no evidence of further deaths.
"We are looking for more victims" who survived, said Ralf Östermann, chief of the homicide division in the nearby city of Bielefeld.
He also told a press conference that the male suspect had denied all charges of abuse and torture and had placed all the blame on his ex-wife.
Meyer said police had no evidence of sexual abuse in the case.
The couple married in 1999 and filed for divorce in 2013, the same year the man married the 33-year-old woman who later died, police said.
Östermann said the male suspect had also "massively abused" his co-accused ex-wife.