Chinese national Tingjun Cao, 55, is on trial in the High Court in Christchurch for killing Bao on 19 July last year - the day she went missing.
Cao's police interview, recorded on Saturday 22 July after police had located him at Christchurch Airport, was played to the court on Tuesday.
In the interview, Cao said he had lost his job about a month prior, and had since spent his days driving around hoping to get work on construction sites.
He told police he was happy to answer their questions, but felt nervous.
When asked what he knew about the missing woman, Cao again said he had lost his job, and had been searching for employment. He said the "woman's image looks looks beautiful" but he did not really know her, and he did not really have a good eyesight.
Cao was interviewed by Detective Sergeant Caroline Johnson, with translation assistance by Detective Constable Wei (David) Zhu.
Cao said he had had no income for a month, and it was quite stressful.
Cao said he had decided to head home to Shanghai in China, because he had not been able to find work.
He said he had been sitting in his car in the rain that afternoon, and decided to give up and leave New Zealand the next day.
Cao said he was in New Zealand on a work visa connected to his employer, but had lost his job.
He said he got fired because he could not drive well, or use navigation in the car, and his boss was always shouting at him.
The interview was over six hours long, and the video of the interview will continue to be presented to the court on Wednesday.
