Step 1: Represent an odd integer in general form.}
Any odd integer can be written as
\[
2n + 1
\]
where \( n \) is an integer.
Step 2: Square the odd integer.}
Now, squaring \( 2n + 1 \), we get
\[
(2n + 1)^2 = 4n^2 + 4n + 1
\]
Step 3: Factor the expression.}
Taking \( 4n \) common from the first two terms,
\[
4n^2 + 4n + 1 = 4n(n+1) + 1
\]
Step 4: Use the property of consecutive integers.}
Here, \( n \) and \( n+1 \) are two consecutive integers. Out of two consecutive integers, one must be even.
Therefore, the product \( n(n+1) \) is always even.
So, we can write
\[
n(n+1) = 2k
\]
for some integer \( k \).
Step 5: Substitute and obtain the required form.}
Substituting \( n(n+1) = 2k \) into the expression, we get
\[
(2n+1)^2 = 4(2k) + 1 = 8k + 1
\]
Hence, the square of an odd integer is always of the form
\[
\boxed{8k + 1}
\]