Officers made the discovery in a shed on Amrani's property, where weapons, ammunition and cannabis plants were also found, according to public prosecutor Daniele Reynders.
The woman has been identified as a 45-year-old cleaning woman employed by one of Amrani's neighbors. She was shot in the head Tuesday morning, before Amrani launched his attack, police believe. An autopsy is currently underway to establish whether the victim had been raped, according to La Libre Belgique.
More from GlobalPost: Attack in Liège, Belgium, leaves at least 4 dead (VIDEO)
At least three members of the public were killed when Amrani threw hand grenades and fired two guns in the Place Saint-Lambert in central Liège: two teenage boys and a 17-month-old girl who died overnight despite hours of emergency surgery.
A 75-year-old woman, mistakenly listed among those killed, survived the attack but stands little chance of recovery, reported the Guardian. Five of the 120 people injured remain in critical condition, including a 23-month-old baby.
Amrani was wounded by grenade shrapnel and then shot himself.
Police said they have not yet found any clues as to Amrani's motive.
The 33-year-old, born in Brussels to a Moroccan family, had convictions for drug dealing and possession of illegal weapons, according to the BBC. He was said to be an expert on firearms, but had never been linked to any terrorist group. Nor had he been diagnosed with any mental illness.
On the day of the attack, Amrani was due to face questioning by police in connection with an incident at a party last month, his lawyer, Jean-François Dister, told La Libre Belgique.
Dister said Amrani phoned him several times on Monday and Tuesday, expressing anxiety that he would be arrested anew:
"It seemed the new case was not particularly serious but Mr Amrani thought they were after him. He told me that he had been questioned over an abduction. According to him, he had been framed and someone was out to get him.
"Mr Amrani had a grievance against the law. He thought he had been wrongly convicted for certain things."
Hours before his killing spree, Amrani transferred money into his wife's bank account with a note saying, "I love you my love. Good luck," according to Belgian media reports cited by the Guardian.