A man linked to the slayings of three women has confessed to killing a fourth woman who had been selling magazines door-to-door about 10 years ago, a sheriff said Monday.

Marion County Sheriff Tim Bailey said he believes authorities in the north-central Ohio counties where the suspect lived are dealing with a serial killer and he would not be surprised if there are more victims.

He said 40-year-old Shawn Grate told investigators that he killed a woman in her mid-20s who was selling magazines sometime between 2003 and 2005. Grate said he abducted the woman, stabbed her and dumped her body, Bailey said.

“He was telling us this was the first woman he killed,” the sheriff said. “It’s hard to believe there aren’t others out there.”

The body of the still-unidentified woman was found in 2007 near Marion, about 50 miles (80 kilometers) southeast of Ashland, where Grate was arrested last week after a woman called 911 and said she was being held inside a home.

Police freed the woman and then found two bodies inside the supposedly unoccupied home in Ashland. Authorities said a third body was then found in neighboring Richland County after Grate confessed to killing her.

The first two women found dead were identified as 29-year-old Elizabeth Griffith, of Ashland, and 43-year-old Stacey Stanley, of Greenwich. The body of the third woman, who died in June, hasn’t been identified. Authorities haven’t said how any of those women died.

Grate on Monday appeared by video for a hearing where his attorney entered not-guilty pleas for him to murder charges in the killings of Griffith and Stanley. He also pleaded not guilty to kidnapping in the abduction of the woman who called police.

A court document accuses Grate of kidnapping her “to engage in sexual activity.”

The sheriff in Marion County said Grate was in jail last week when he mentioned that he had killed a woman there.

Grate told investigators that he abducted the door-to-door saleswoman because she had sold magazines to his mother but failed to deliver them, Bailey said Monday.

The sheriff said Grate told them exactly where he dumped the body and that he burned the corpse to cover up any evidence. Grate, he said, knew details that were never released to the public.

No charges have been filed yet in the deaths in Richland and Marion counties. “This is not over. This is kind of the beginning for us,” Bailey said.