Colorado police: Man arrested after confessing to killing pregnant wife, 2 daughters

FREDERICK, Colo. -- A Colorado man has been arrested after allegedly confessing to killing his pregnant wife and two daughters.

According to ABC affiliate KMGH, law enforcement officials said 33-year-old Christopher Watts confessed to killing 34-year-old Shanann Watts, who was 15 weeks pregnant, and their two daughters, 3-year-old Celeste and 4-year-old Bella, just hours after giving a tearful plea for them to return home.

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Law enforcement officials revealed at a Thursday press conference that they have found a body they believe belongs to Shanann Watts, and that they believe they know where to find the bodies of the children. Investigators didn't release much information, citing the ongoing investigation.

Early Thursday morning, officials announced his arrest, saying he was booked into the Weld County Jail. Watts was booked on three counts of 1st degree murder and three counts of tampering with physical evidence.

Shanann and her daughters have been missing Monday.

According to sources, Shanann returned home early Monday morning from a work trip in Arizona.

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Her husband told police he came home and his wife and their two children were gone. However, her keys, purse, and phone were still at the home.

He also said that he and Shanann had an "emotional conversation" prior to her disappearance and would not elaborate further.

The FBI and Colorado Bureau of Investigation are also investigating.