Kadyrov wrote on his Instagram account on Sunday that Dadaev, a former deputy commander for the Chechen police, was shocked by the Charlie Hebdo cartoons of the Prophet Mohammad.
"All who know Zaur confirm that he is a deep believer and also that he, like all Muslims, was shocked by the activities of Charlie and comments in support of printing the cartoons," Kadyrov said.
Russian investigators said last week that they were looking into the possibility that Islamist militants had assassinated Nemtsov over his defense of satirical cartoons in the French magazine Charlie Hebdo.
Earlier on Sunday, Dadaev acknowledged his involvement in the fatal shooting of Kremlin critic. A second suspect, Anzor Gubashev, was also charged with organizing and carrying out the murder on February 27.
A former deputy prime minister of Russia and prominent critic of Russian President Vladimir Putin, Nemtsov died after he was shot in the back four times within sight of the Kremlin. The only witness was Nemtsov's girlfriend, Ukrainian model Anna Duritskaya.
Dadaev and Gubashev were two of five suspects in the case who were marched to a Moscow court on Sunday. Gubashev's younger brother Shagid and two men identified as Ramzan Bakhayev and Tamerlan Eskerkhanov are also being held in police custody awaiting charges.
All five men are from the volatile northern Caucasus region where Russia has fought two devastating wars against Chechen rebels. Security forces there have continued to clash with Islamist insurgents.
Putin denounced the death of his high-profile critic as a tragedy and a "provocation" and promised to personally oversee an investigation into the incident.
Since he came to power in 2000, a number of prominent opposition figures have been murdered, including journalist Anna Politkovskaya and activist Natalya Estemirova.
ksb/sms (Reuters, AFP, AP, dpa)