Tanveer Ahmed, 32, from Bradford, is accused of killing Mr Shah outside his shop in Glasgow nearly two weeks ago.
In the statement given to his lawyer, he denied the incident had anything to do with Christianity.
Mr Ahmed claimed Asad Shah had “disrespected” Islam by claiming to be a prophet.
The shopkeeper, who had moved from Pakistan to Glasgow almost 20 years ago, was found with serious injuries outside his shop on 24 March. He was pronounced dead in hospital.
Mr Shah was from the Ahmadiyya sect, a controversial group regarded as non-Muslims by both Sunni and Shia Muslims due to their disbelief in Prophet Muhammad as the final messenger of sent by God.
Tanveer Ahmed made no plea during a private court appearance, where he was charged with Mr Shah’s murder.
He was remanded in custody and is expected to appear at the High Court at a later date.
The strange statement was made through Mr Ahmed’s lawyer, John Rafferty after his second appearance at court before Sheriff Brian Adair.
The statement that was given said: “My client Mr Tanveer Ahmed has specifically instructed me that today, 6 April 2016, to issue this statement to the press; the statement is in the words of my client.
“This all happened for one reason and no other issues and no other intentions.
“Asad Shah disrespected the messenger of Islam the Prophet Muhammad peace be upon him. Mr Shah claimed to be a Prophet.
“When 1400 years ago the Prophet of Islam Muhammad peace be upon him has clearly said that ‘I am the final messenger of Allah there is no more prophets or messengers from God Allah after me.
“‘I am leaving you the final Quran. There is no changes. It is the final book of Allah and this is the final completion of Islam. There is no more changes to it and no one has the right to claim to be a Prophet or to change the Quran or change Islam.
“It is mentioned in the Quran that there is no doubt in this book no one has the right to disrespect the sayings of the Prophet Muhammad peace be upon him and no one has the right to disrespect the Prophet of Islam Muhammad Peace be upon him.
“If I had not done this others would and there would have been more killing and violence in the world.
“I wish to make it clear that the incident was nothing at all to do with Christianity or any other religious beliefs even although I am a follower of the Prophet Muhammad peace be upon him I also love and respect Jesus Christ.”