Markoff used a pen and a piece of metal to fashion a "primitive scalpel" and used it to inflict several wounds in his neck, arms, wrists and ankles, striking his veins and his carotid artery, and then covered his head and feet with plastic bags that were available to inmates, Conley said.
Preliminary autopsy results show the air loss and blood loss combined to kill him, Conley said.
While his death robbed the family of Julissa Brisman, of New York City, of the chance for justice because Markoff won't go to trial, Conley said the suicide was "the ultimate indicator of consciousness of guilt."
"He won't be tried, but he's far from an innocent man," Conley said, adding authorities would someday outline for the public all the evidence they had gathered against him.
Surveillance video shows Markoff was alone in his cell when he turned out the light at 1:59 a.m. on Sunday and was discovered dead eight hours later. He said no one entered Markoff's cell during that interval.
Toxicology tests were still being conducted to determine if Markoff took any drugs, and results were expected to take several weeks.
Conley said he does not know why Markoff was not on a suicide watch, but authorities are considering that question as part of their investigation.
He said surveillance video at the jail does not extend inside the cells but covers hallways. He questioned that guards have any "duty and obligation" to wake up inmates during routine observances.
Markoff, 24, was taken into custody during a traffic stop as he and his then-fiancee, Megan McAllister, were driving to Foxwoods Resort Casino in Connecticut last year six days after Brisman's death. Authorities say he had lured Brisman to a hotel and botched a robbery to support a gambling habit.
Authorities also had charged Markoff in the armed robbery of a Las Vegas woman and the assault of a stripper inside a Rhode Island hotel.
McAllister, who met Markoff in 2005 while volunteering at a medical center, ended their relationship and canceled plans for an Aug. 14 beachfront wedding in New Jersey after visiting him in jail soon after his arrest.
Markoff was found dead the day after what would have been their first anniversary.
Conley said Markoff's body should soon be released to his family for burial.