Castro also told investigators that authorities missed opportunities to capture him while he held the three women captive for more than a decade in a house with boarded up windows where they were repeatedly beaten and raped.
Castro says in the video -- obtained by NBC and first reported Friday on the "Today" show -- that he told Berry's mother that her daughter was OK. He says he made the call on Amanda Berry's cellphone.
"I think I said something ... that I have her daughter and that she's OK, and that she's my wife now -- something like that, you know, probably not the exact words," he told investigators.
When asked for the mother's response, Castro said: "I hung up so we didn't have a conversation."
Castro, 53, was a month into his life sentence when he committed suicide Tuesday night.
Castro also told investigators that authorities missed opportunities for catching him while he held the kidnapped women, who were ages 14, 16 and 20 when captured.
Castro told investigators that cameras at the school of victim Gina DeJesus should have captured him there 15 minutes before she was abducted.
"You could have broke the case right then and there," he said.
Castro said a girlfriend noticed a TV on in a room occupied by victim Michelle Knight and got him worrying he might be caught.
"Was it a close call?" an investigator said.
"Yeah," he said.
A message was left with representatives of the victims Friday morning.
NBC provided additional details about a 2004 note Castro wrote that investigators found when they searched the house. "I want to put an end to my life and let the devil deal with me," a section of the note read.
Two state reviews are underway, Ohio prisons spokeswoman JoEllen Smith said, one looking into the suicide itself, and the other is examining whether Castro received proper medical and mental health care leading up the suicide.
A representative of Castro's family was expected to claim his body Thursday, the Franklin County coroner said.
Castro was sentenced Aug. 1 to life in prison plus 1,000 years after pleading guilty to 937 counts, including kidnapping and rape, in a deal to avoid the death penalty. "I'm not a monster. I'm sick," he told the judge at sentencing.
Castro's captives -- Berry, DeJesus and Michelle Knight -- disappeared separately between 2002 and 2004. They were rescued from Castro's run-down house May 6 when Berry broke through a screen door.
Investigators said the women were bound, repeatedly raped and deprived of food and bathroom facilities.
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