Her arms are still missing and the cause of death has not yet been established yet.
The body parts were discovered Friday, and a police spokesman told reporters in Copenhagen there were no fractures in Wall's cranium.
Danish police said that found the head of the deceased Swedish journalist Kim vallée in two months, as she disappeared during a trip on the submarine Danish inventor.
Wall, who was 30, was on Madsen's submarine to write an article about him. The events that transpired while the two were underwater are still unknown but Wall never returned to shore.
Photo Peter Madsen, right, after landing in Dragor Harbor south of Copenhagen in August.More news: Alvaro Morata pulls out of Spain squad
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Ms. Wall disappeared after meeting Peter Madsen, a Danish amateur space rocket and submarine builder, for an interview on August 10. He denies the allegation and has called her death an accident.
Last week, a prosecutor reported that there was video footage of women being decapitated were discovered on Madsen's hard drive. The charge sheet affirms Madsen cut Wall's body into pieces, punctured her middle and attached pipes to it to influence it to sink to the base of the ocean.
Her torso had also been weighed down when it was found, also in Koge Bay. Madsen was safeguarded from the sinking vessel and brought shorewards, where he was grabbed by police, yet there was no hint of the missing columnist.
She reported on gender, popular culture, identity and foreign policy from China, Sri Lanka, Uganda, Haiti, North Korea, India and the Marshall Islands and was published by Harper's Magazine, New York Times, Foreign Policy, Atlantic, TIME, Slate, Vice and Guardian.
But the group became engaged in a long-running dispute over the Nautilus, before members of the board made a decision to transfer the vessel's ownership to Madsen, according to the sub's website.