"He thinks if they did understand, they’d realize that he’s not the monster everyone says he is," the source says

Chris Watts Is Mad About How Media Portrays Him, Says Source: 'He Feels Like No One Understands Him'

Chris Watts, the man accused of killing his pregnant wife and two young daughters in August, has been sitting in a Colorado jail for more than a month, cut off from most of the media coverage swirling around his case, a source who speaks with him tells PEOPLE.

He spends 23 hours a day in his cell in Weld County Jail under “Close Watch Protocol” — a technical name for suicide watch. He has no TV or reading material. Once a day, he is allowed to go to the common room, where he is alone. In that room is a table with a communal newspaper that he is free to read.

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Watts has known his case was a big story locally. But according to the source, it wasn’t until recently that the 33-year-old — who occasionally speaks with guards and can speak with other prisoners — learned his case had become internationally infamous.

“He’s very frustrated,” the source says. “He didn’t know that everyone knows about this case.”

Image zoom Chris Watts Joshua Polson/AP/REX/Shutterstock

They were reported missing on Aug. 13 and their bodies were found on the property of Watts’ former employer Anadarko Petroleum not long after he was taken into custody. Anadarko fired Watts the same day as his arrest.

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In an arrest affidavit obtained by PEOPLE, investigators revealed they discovered Watts’ affair with an unnamed co-worker, which he initially denied. The document also alleges that he confessed to killing Shan’ann.

RELATED VIDEO: Pregnant Mom & 2 Daughters Killed at Home — Allegedly by Husband — Before Bodies Were Dumped

However, the affidavit shows, Watts allegedly claimed he only strangled his wife after watching her kill Celeste when he told her he wanted to separate.

Image zoom Chris Watts, Shan’ann Watts Shanann Watts /Facebook

Watts has said he feels the public doesn’t know the full story, the source says. “He feels like no one understands him, and nobody knows what happened,” says the source. “He thinks if they did understand, they’d realize that he’s not the monster everyone says he is.”

“He’s not doing well at all,” the source previously told PEOPLE. “The gravity of the situation has hit him like a ton of bricks. Depression is setting in, and he’s despondent.”

A source close to the investigation previously told PEOPLE, “The theory that she [Shan’ann] did it doesn’t hold any water. There is absolutely no evidence that [Shan’ann] killed her children.”