Jeffrey Epstein, the convicted sex offender whose death in a New York prison sparked wild conspiracy theories, told a psychologist he was too much of “a coward” to ever kill himself.

The financier made the comment two weeks before he was found dead in his jail cell in what was ruled a suicide, according to jail records obtained by The New York Times.

Epstein hanged himself aged 66 at the Metropolitan Correctional Center in Manhattan in August 2019, while awaiting trial on new charges of trafficking teenage girls.

But the records reveal that Epstein told a Bureau of Prisons psychologist “I have no interest in killing myself”. He claimed he was living “a wonderful life” despite his incarceration, and said he was “a coward” who could not stand pain.

“I would never do that to myself,” Epstein said.

The psychologist wrote in an assessment – obtained through a Freedom of Information request – that Epstein “was future-oriented,” and noted that he denied having ever sexually abused anyone and believed he would be released after his renewed bail hearing.

However, he was reported to have attempted suicide one month earlier, according to a detailed analysis of Epstein’s final days by The Times.

Following the autopsy, the medical examiner’s office reported that Epstein had hanged himself with a sheet from his bed.

The post-mortem report added that the “likely factors contributing to Mr Epstein’s suicide” included “the lack of significant interpersonal connections, a complete loss of his status in both the community and among associates, and the idea of potentially spending his life in prison.”