She came back to the hotel with him after gambling. Why she came back remains a mystery still. They may never know.
However, he stated that the reason why he killed her was because she "invaded his privacy" and whatnot. Apparently, he went to get coffee and a danish. When he came back into the room, she was on his laptop and found the connection between him and Natalie Holloway and/or found stuff on his laptop that was incriminating. He got mad, they argued, she slapped him, and he hit her. After that, he killed her either on purpose or accident while beating on her (her neck was broken and she was hit in the back of the head - many think that he used a tennis racket, but others have said that it could have been the side of the bed). Either way, she has blunt force trauma to the back of the head and a broken neck.