Stephen Akinmurele, 21, from the Isle of Man, was found hanging by clothing from a window at Manchester prison. He had been charged with five murders and investigated in connection with 10 others.
Det Supt Bob Denmark, of Lancashire Police, said Akinmurele was a "very dangerous and disturbed young man".
The former civil servant had been charged with killing his former landlady, 75-year-old Jemima Cargill, who died in a house fire last October, and Joan Boardman, 74, and her husband Eric, 76, discovered battered to death the followingmonth. All three died in Blackpool, Lancashire.
In 1998 he was charged with the murder of Dorothy Harris, 68, who died in a house fire in Ballasalla on the Isle of Man in 1996. In December he faced a fifth murder charge over the death in 1995 of Marjorie Ashton, 72, who also lived in Ballasalla.