Pillay, who looked overwhelmed, made his first appearance in the Verulam Magistrate's Court on Wednesday. He told magistrate Rajesh Parshotam that he did not "wish to waste the court's time" and that he was guilty.
"I am guilty, I do not want to waste the court’s time, I am guilty," he said.
Pillay handed himself over to the Phoenix police on Monday after Naidoo's body was discovered with her throat slit at their Landbury Place home. Naidoo, 69, was physically disabled.
Pillay's relatives cried silently in court as he told the court that he did not want any legal representation.
State prosecutor Winile Mlangeni told the court that the state would be opposing bail because they feared Pillay was a threat to himself and would attempt suicide
The matter will be back in court on April 16.