It was the same area where the partial skeletons of three women were found in 2007, police said.
"This is certainly the burial site," New Britain police Chief James Wardwell said.
Authorities did not release the suspect's name but said without elaborating on whether the person is in custody that there is not a threat to the public.
If the serial killing theory proves true, the case would rival that of Connecticut's most notorious serial killer, Michael Ross, who admitted slaying eight women and girls in Connecticut and New York in the 1980s and was put to death in 2005 in New England's first execution in decades.
One of the newly discovered victims has been identified as Melanie Ruth Camilini, a mother of two from Seymour, who like the other identified victims had last been seen in 2003. Authorities said they are still attempting to identify three other victims.
Investigators have returned to the site annually since the skeletons' discovery in 2007, but a specially trained FBI dog helped locate the new victims. Wardwell said testing on the remains found behind the shopping center on April 28 showed they belonged to four new victims.
The partial remains of Diane Cusack, Joyvaline Martinez and Mary Jane Menard (below) were discovered by a hunter there eight years ago.
Menard's son, Brian McKinney, said it was sad to know other families would be enduring the pain of learning loved ones had been killed but he was glad to learn there is no threat to the public.
"It's a relief to know that it's not going to happen again," he said
Menard's sister, Anna Santiago, said, "At least we know that pretty soon we will have justice."
Chief state's attorney Kevin Kane said it was a sad day for all the families.
"Now they have some answers, but the answers that they have aren't good, either. And that's what I hope people pay attention to today, how sad this really is," he said.
Wardwell has said Cusack, Martinez and Menard had substance abuse problems. All three women were known to frequent the same downtown New Britain neighborhood.
Cusack, of New Britain, had been out of contact with her family for years and was never reported missing, police said.
Martinez was last seen in October 2003. Her family has said she was unemployed and was living with her mother, and relatives became concerned when she didn't show up for her birthday party.
Menard, of New Britain, was a substance abuse counselor who had a daughter serving oversees in the military when she disappeared that October, police said.
In a strange coincidence, the body of a teenage girl, Elizabeth Honsch, was found behind the strip mall in 1995. A week later, the body of her mother, Marcia Honsch, was found near an entrance to Tolland State Forest in western Massachusetts. Each had been shot in the head.
Police have said they don't believe those two killings are related to the cases of Cusack, Martinez and Menard.
Marcia Honsch's husband and Elizabeth Honsch's father, Robert Honsch, was charged with murder. He pleaded not guilty and awaits trial. Authorities say he killed his family and then started a new life and a new family.