Solomon Martinez, 26, was arrested at work last week when police found the hand inside a plastic bag in the chest pocket of his jacket, according to an affidavit obtained by the Pueblo Chieftain.
The suspect told investigators that he had hired the woman as a prostitute, court records said, but claims that he did not murder or dismember anyone.
The woman has yet to be publicly identified, the Pueblo Chieftain reports.
Before disposing of the woman’s remains, Mr Martinez, according to arrest records, asked for the help of his roommate, Joshua Mazzurco.
“He had walked up to me, and he had asked me, you know, ‘You want to absolve $1,000 off your debt? I need a ten-foot hole.’ And he looks at me, goes, ‘I’m not playing around’,” Mr Mazzurco told KRDO.
The roommate said he refused to help but watched Mr Martinez, who had visible dirt on his clothing, wash blood off his hands at a local car wash.
When investigators asked why he was washing his hands with a pressure washer, he told them he was a “germaphobe,” the affidavit reportedly said.
“I was terrified. I was beyond terrified,” Mr Mazzurco told KRDO, adding that Mr Martinez had previously been alone with members of his family.
“Like, I can’t even put into words how physically scared I was.”
He allegedly made several comments on 9 January to another witness, a friend of the roommate’s, about needing a six- to ten-foot-deep hole, the Pueblo Chieftain reported.
That witness told police that Mr Martinez was driving a vehicle when he stopped and dragged what appeared to be a woman’s body down to the creek.
The witness claimed to police that Mr Martinez asked him to help but refused, despite him allegedly threatening him with a gun.
After Mr Martinez left the scene, the witness recorded a video of the body to “cover for himself.” Police later viewed this footage after the witness came forward to them.
Along with the severed hand found on Mr Martinez’s person, police also allegedly found bloodstains in the interior and exterior of the vehicle.
Mr Martinez reportedly blamed the murder on the witness, saying he had “borrowed his vehicle,” which had his gun and phone inside at the time, and went to find the woman who Mr Martinez claimed he dropped off, saying that the witness then killed her, the outlet said.
Police wrote in the affidavit, according to local reports, that Mr Martinez was being deceitful throughout the interview, struggled to remember locations and times, and was inconsistent.
Reports said Mr Martinez was employed by former Pueblo County Sheriff Dan Corsentino at his security guard company.
Mr Corsentino told KRDO that before being hired in late December, Mr Martinez passed all background checks and had no criminal history.
Mr Martinez is being held at the Pueblo County Jail on a $1m bond.
The Independent has contacted the Pueblo Police Department for further comment.