The suspect, Derrick W Praileau, 29, has been charged with second-degree murder. He was ordered held without bail, the New York Times reported.
Law enforcement officials said that in a confession recorded on video, Praileau, a housekeeping manager at the hotel, placed himself at the scene of the crime early Saturday, having gained access to the apartment.
On Saturday afternoon, a maid found the body of Beijani, naked from the waist down, her nightgown pushed up, with a rope around her neck and the knife in her neck, the police said.
Bejjani lived in Dubai, the police said. She had been staying at the apartment, which she was leasing, since sometime in August, they said.
The Essex House, a 45-storey Art Deco building, was completed in 1931 and has recently had a $90m refurbishment. Movie star Angelina Jolie reportedly owns the penthouse apartment.
"This incident occurred in one of the private condominiums at the Essex House complex," said a statement from the hotel. "Our sincere condolences go out to the victim's family, and we have offered our full support during this difficult time."