Pichushkin, dubbed the Bittsevsky Maniac because he killed most of his victims in Moscow's Bittsevsky Park, was sentenced last year to life in jail after confessing to the murders. He confessed to several more that prosecutors were unable to prove in court.
"I have no regrets," Pichushkin told the Tvoi Den tabloid. "So much strength and time would have been wasted. Do I regret it? No I don't."
The newspaper did not say how it had obtained the interview.
Pichushkin said that, although the prison guards were banned from speaking to him, he had heard them talk about him in admiring tones.
"Almost all the guards admire me," he said. "They are banned from communicating to me, asking me questions. ... I hear how they talk among themselves. They say about me: 'He is the real thing.'"
Pichushkin is Russia's second most prolific serial killer. In 1992 a court sentenced Andrei Chikatilo to death for more than 50 murders. Russia currently has a moratorium on the death penalty.