The Brazilian man accused of killing mining executive Cecilia Haddad in Sydney has broken his silence in an exclusive interview with 9NEWS.

Marcelo Mario Santoro flew to Brazil the same April weekend his girlfriend Ms Haddad, 38, was found dead in the Lane Cove River.

A NSW Police warrant has since been issued for the arrest of Mr Santoro, who is in hiding.

Interpol have also been asked to issue a notice for Mr Santoro's arrest.

9NEWS reporter Damian Ryan, who is in Rio de Janeiro, tracked down the man at the centre of an international manhunt and spoke him on the phone.

Mr Santoro appeared to be surprised Ryan was in Brazil during their conversation.

He admitted he was aware of the arrest warrant and was feeling the pressure.

"My mind is so confused. Many reporters and many people call me," Mr Santoro told Ryan.

"My life is completely devastated."

Ryan directly asked the most pressing question: "Why do you think police believe that you were responsible for her murder?"

But Mr Santoro declined to answer.

"Just give me a time and I will reply you. That's all good?" he said.

Mr Santoro vowed to consider sitting down for an interview to tell his side of the story.

"I (will) call you … I will keep your number here with me. I will call you," he told Ryan.

That call is yet to come and Mr Santoro's whereabouts are not known.

Brazil's constitution prohibits extraditing its people for crimes.

It is expected it will require diplomatic wrangling to ensure Mr Santoro faces legal proceedings, should he be arrested.