Jared Remy, 34, pleaded not guilty to murder Friday during his initial court appearance, The (Hartford, Conn.) Courant reported. Investigators say he stabbed Jennifer Martel, 27, Thursday night.
Neighbors said they tried to help Martel as Jared Remy stabbed her on the terrace of their home in Waltham.
He allegedly kept them away with a knife.
"It's not an easy thing to watch. It's not an easy thing to try to stop, and not be able to," Benjamin Ray, one of the witnesses, said.
The couple's 4-year-old daughter was in the house at the time of Martel's death.
"My thoughts and prayers go out to Jenn Martel and her family," Jerry Remy said in a statement posted on Twitter. "Words cannot express my wife's and my grief.
"Son or not, I am at a loss for words articulating my disgust and remorse over this senseless and tragic act.
"We are heartbroken."
The Red Sox fired Jared Remy and another member of the organization's security staff who were implicated in use of steroids in 2009, the Los Angeles Times said.
New England Sports Network said Jerry Remy, who played the infield for the Red Sox before switching to the broadcast booth, would not join the team for its weekend series against the Yankees and next week's road trip to the West Coast.