Mark Chapman was convicted of assassinating Lennon outside his New York home in 1980. Known as an obsessed fan, Chapman shot the rock star in the back four times.
According to the Daily Mirror, the 62-year-old wrote a letter to a US pen pal named Michael about his regrets.
In the letter, Chapman said that he had committed a "heinous crime" and that he's "never forgotten" the "horrible occurrence".
But he added: "Jesus is a real, living person I have come to know.
"Jesus is everything. I have found this through the many long years here at Attica [the New York State jail where he was previously held].
"Through it all I have come to know he cares very deeply for me - and for you.
"He chose to die so that our sins - even mine - could be forgiven."
Chapman also said that Michael can also "know" and "feel" this saviour.
Further along in the letter, Chapman claimed to have written a book called The Prisoner's Letter.
According to the newspaper, a man who runs a website dedicated to selling personal property of high-profile criminals sold the letter to an anonymous bidder in the US for £265.
However, Eric Holler, who created Serial Killer Ink said he got the letter from someone who was Chapman's pen pal.
He added that the letter was sold within an hour of it being listed on his website.
Chapman was sentenced to 20 years to life in jail in 1981 after pleading guilty to second-degree murder. He has been denied parole nine times.
