Ashley Gaddie, 33, was arrested late on Tuesday night after a 12-hour police operation in the Blue Mountains in which officers negotiated with him at Fletchers Lookout at Wentworth Falls.
The Five Dock man declined to face Penrith Local Court on Wednesday afternoon when his lawyer asked for an adjournment.
"He's content to not appear on screen and there will not be an application for bail," Aboriginal Legal Service solicitor Joseph Ormcaechea said.
A DNA swab was taken from Gaddie without consent and the accused man would contest whether it could be admitted into evidence, the court was told.
That issue and the murder case will be next mentioned in court on March 3.
Police say they believe Ms Finlay-Jones and her alleged murderer spent Saturday night together at a Cranbrook home before he left in the morning.
The 31-year-old woman's body, which had serious injuries, was found at the home on Sunday afternoon.
Police Minister Paul Toole said he was horrified by the crime.
"But I also want to thank the police because over the past few days our police have continuously worked hard to ensure an arrest could take place," he told reporters on Wednesday.
Ms Finlay-Jones worked as a teacher and was a long time member of the Ramsgate RSL Football Club, with members there mourning her loss.
"It is with much sadness and a heavy heart that we announce the passing of our beloved Senior VP women, Dannielle Finlay-Jones," the club posted on its Facebook page.
"The news of her passing has left us all in a state of shock and disbelief.
"Dannielle was a beautiful person, a life member of the club who was much loved and very well respected, not only within our immediate football community but also throughout the Football St George association.
"Her tireless and unselfish commitment to football within the community, particularly women's football, will be sorely missed and her legacy will be everlasting."
Her family has requested privacy.
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