But something didn't add up. Police were hesitant to label the case a suicide, observing that no note was found and sneaker prints that did not match Shelly's shoes were recovered from the bathtub.
A construction worker was jailed without bail Tuesday after confessing to the slaying.
Diego Pillco, 19, made written and videotaped statements implicating himself, Assistant District Attorney Marit Delozier said Tuesday at Pillco's arraignment in state Supreme Court. Pillco was then ordered held without bail pending a Thursday hearing.
"He said he fought with the victim, tied a sheet around her neck and dragged her to the bathroom and hung her from the shower rod," Delozier said at the brief hearing. "This is an exceptionally egregious case."
Shelly, who appeared in the movie "Factotum" with Matt Dillon last year, was renovating the Greenwich Village apartment she used as her office. Pillco, one of the workers, was one of the last people seen going into the apartment, police said.
Pillco, a native of Ecuador, speaks little English.
Shelly, whose birth name was Adrienne Levine, was found last Wednesday at about 6 p.m. hanging from a shower rod over the bathtub. Her husband, Andy Ostroy, discovered the actress' body in the fourth-floor apartment, where he had dropped her off hours earlier.
The thrice-married Ostroy was grilled by detectives for five hours, but police say they found no evidence of an unhappy marriage.
They also had found no signs of struggle in the apartment, nor trauma to the body, except for a bruise over one eye, leading to the preliminary call of suicide.
Her family refused to believe it was a suicide.
"Never, never. My daughter had everything in the world to live for," Elaine Langbaum told the New York Daily News. "I never for one second believed it, never for one second."
At first police thought the sneaker print was that of a sloppy crime scene responder. Then they noticed a match in the construction dust of the apartment directly below, where Pillco had been working.
Shelly, 40, was best known for her roles in the Hal Hartley films "The Unbelievable Truth," in which she played Audry Hugo in 1989, and "Trust," in which she starred as Maria Coughlin in 1990.
She and Ostroy have a 3-year-old daughter, Sophie.
She worked steadily during her career in film, theater and television but later turned to writing and directing, making her directorial debut with "Sudden Manhattan" in 1996. She recently wrote and directed the film "Waitress," starring Keri Russell and Nathan Fillion.