Body of Shanann Watts, whose husband went on 'Today Show' to appeal for her return, found at his place of work

Chris Watts, the father, first told police that he had last seen his wife and children on Monday before he left for work in Frederick, Colorado

                            Body of Shanann Watts, whose husband went on 'Today Show' to appeal for her return, found at his place of work
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The Colorado Bureau of Investigation has made a major breakthrough in the case of Shanann Watts, the 34-year-old pregnant mother who was killed along with her young daughters. Her body was found by the investigators on Thursday at her husband Chris Watts' workplace. Chris, who was the father of the girls, has confessed to killing the mother as well as the girls. Her body was found in a property owned by Anadarko Petroleum where Chris is an employee. 

John Camper, director for the Colorado Bureau of Investigation, said that the investigators are trying to recover the bodies of the girls. "This is absolutely the worst possible outcome that anyone could imagine,” he said. "As horrible as this outcome is, our role now is to do everything we can to determine exactly what occurred." 

Chris, 33, allegedly confessed to killing them hours after appearing on national TV appealing for them to come home. He had appeared on NBC's Today on Wednesday saying that he had no idea where his wife Shanann and daughters, Bella and Celeste, were.

According to reports, Chris told police that he had last seen his wife and children on Monday (August 13) at 5.15 am, before he left for work in Frederick, Colorado. She had reportedly returned from a business trip at 1 am. She promotes a weight loss supplement for a living. 

He reportedly told police that they stayed up until 5.15 am where they had an "emotional conversation." After this, he claimed that he left for work. Chris further added that he grew worried about his wife when she did not reply to his text messages later in the morning. He said he got more worried when his friend arrived at their house but there was no response from his wife. When he appeared on NBC's Today Show, he said he had 'no idea' where they went, a report in the Daily Mail said.

Shanann was 15 weeks pregnant and was declared “endangered and missing”, along with her two children, on Tuesday by the FBI and the Colorado Bureau of Investigation.

"I don't feel like this is even real right now. It's like a nightmare I can't wake up from," he said on the show. "When I got home yesterday, it was like a ghost town. She wasn't here. The kids weren't here. I have no idea, like, where they went. However, in a separate interview, Chris seemed to have different information with regard to the situation. 

In the separate interview, he claimed that his wife told him she was taking the children to her friend's house. "She said she was going to a friend's house with the kids and that’s the last thing I heard, and that was it. It was very vague," he said. 

Throughout the investigation, Chris stuck to his story about calling and messaging Shanann multiple times and in return receiving no response. Chris claimed that he rushed home after getting no response. He said that he decided to file a missing person complaint after he saw that the house was empty but his wife's car was still parked. 

However, it was reported that, hours after appearing on the show, he confessed to killing them. He was taken into custody by police in Frederick but has not yet been charged. Police have been searching the family home for more evidence. At the same time, they towed away his truck and were seen putting other evidence into bags. Police stated that they are currently trying to recover the children's bodies.  

Frederick Police Department Detective Dave Baumhover said that Chris' house showed no signs of foul play and he added there was nothing to suggest Shanann has mental health problems.