A man has admitted to killing a US woman while she was hiking a pilgrimage trail in Spain, AFP reports.

The man, who is only described as being 39 years old, claimed he was innocent at first, but later admitted that he killed 41-year-old Denise Pikka Thiem.

Thiem was originally from Arizona, and disappeared in April, while hiking the Camino de Santiago [Way of Saint James] route in northwestern Spain.

The court is charging the suspect with murder, and has reused to grant him bail. A statement explained that the lack of bail is "to prevent him trying to destroy evidence and committing similar deeds, considering that he was already suspected of attacks against other victims."