Colorado authorities announced they found "two bodies" that are thought to be the two young girls reported missing along with their pregnant mother, who was found dead earlier Thursday, officials said.

Officials in Frederick tweeted that "police have strong reason to believe" that the bodies are Celeste, 3, and Bella Watts, 4.

Their father is accused of killing the girls and their mother, Shanann Watts, and is thought to have committed the murder at the family’s residence, prosecutors said Thursday.

Chris Watts, 33, was ordered to be held without bond by Judge Marcelo Copcow during a court appearance following his earlier arrest. He is expected to be charged with three counts each of murder and tampering with evidence and the judge gave prosecutors a Monday deadline to charge him formally.

Although Shanann's body was located on property owned by Anadarko Petroleum, where her husband worked, the prosecution team revealed during the court hearing that the crime was likely committed at the couple’s residence, The Denver Channel reported.

Authorities recovered the pregnant 34-year-old’s body earlier Thursday. Town officials said the two other bodies "were found in close proximinity to the other body whom officers strongly believe is Shanann's."

BODY OF MISSING COLORADO WOMAN FOUND AT HUSBAND’S PLACE OF WORK, POLICE SAY

Shanann and her two daughters were reported missing on Monday after they didn't show for a doctor’s appointment and the mother failed to answer her phone. Police were notified by one of the woman’s friends and later conducted a welfare check, during which they recovered her cell phone, purse and keys.

Early Thursday morning, officials in Frederick tweeted that the woman’s husband was arrested and being held in the Weld County Jail.

Law enforcement officials told The Denver Channel that Watts had confessed to murdering his family.

On Wednesday, as the FBI and the Colorado Bureau of Investigation were brought in to help with the search, Chris Watts told reporters he was traumatized by the disappearance and was hoping for his family’s safe return.

He told The Denver Channel he wanted his wife and children back, adding they were “his life” and their “smiles light up my life.”

He told the outlet Wednesday that he had an “emotional conversation” with his wife the night before she vanished, but he didn't elaborate as to the subject or if it developed into an argument.

Fox News’ Stephen Sorace, Lucia I. Suarez Sang and The Associated Press contributed to this report.