Robert Durst 'Confesses' in 'Jinx' Finale 'Killed Them All'

3/16/2015 6:02 AM PDT

Robert Durst 'Confesses' in Finale of 'The Jinx' ... 'Killed Them All' (VIDEO)

Robert Durst -- the man at the center of the HBO docuseries "The Jinx" who has now been arrested for murder -- confessed in the series finale to killing three people ... when he was recorded muttering to himself, "What the hell did I do? Killed them all, of course."

Durst, who was arrested Saturday, is suspected of killing his wife and two other people. He was arrested for the murder of Susan Berman, a friend who supposedly knew what Durst did.

In the final episode, which aired just hours after the arrest, Durst had concluded an interview with producers, but left his wireless microphone on. That's when he uttered the ominous admission of sorts.

Durst's lawyers will almost certainly try and exclude the confession, on grounds it was recorded illegally because he was alone in the bathroom and not in the middle of a formal interview.