Gulchekhra Bobokulova, a 38-year-old mother of three, spoke to reporters on her way into a Moscow court.
Bobokulova, dressed herself as a Muslim and a citizen of Uzbekistan, also replied “yes” when asked if she accepted her guilt.
CCTV appeared to show her, dressed in a hijab, walking near a metro station with a head in her hands.Russian media reported that she pulled the head out of a bag.
Amateur video posted online showed a black-clad woman shouting “I am a terrorist. I am your death”.
Russian officials said Bobokulova was suffering from mental health problems.
The Moscow Times reported, investigators believe she waited for the four-year-old girl’s parents to leave the home before killing her, setting the apartment on fire.
Moscow residents have left flowers and children’s toys outside the Oktyabrskoye Polye metro station, where Bobokulova was arrested, and outside the murdered child’s home.