Melbourne man Charles Amon Mihayo dressed his young daughters in ballerina dresses and filmed them dancing before smothering them with a pillow.

The 36-year-old pleaded guilty to murdering four-year-old Savannah and three-year-old Indianna on Easter Sunday.

After killing them, Mihayo bathed them, then redressed them in the ballerina dresses and called police.

When police arrived he told them: "It's done. I've killed them."

He pleaded guilty to two counts of murder in the Melbourne Magistrates Court on Friday.

Mihayo arranged with the girls' mother, his estranged partner, to see them on April 20, telling her in a text he wanted to "see them one last time", according to documents submitted to the court.

He went shopping that morning, buying the dresses and silver shoes for the girls.

Mihayo made the girls dance in the dresses for their mother and grandmother when they arrived at his bungalow in the backyard of the Watsonia home of his ex-partner's parents.

He then told them: "Come back inside and we'll show mum something else in 10 minutes."

He took the girls into his bungalow and filmed them on his phone dancing to a song from the film Frozen.

He then held a pillow over their faces until they stopped moving.

When his ex-partner tried to enter the locked bungalow he said "you'll know when they get here."

Police were soon bashing on the bungalow door and Mihayo shouted out "a minute please", while he finished dressing the girls in their ballerina outfits.

The Tanzanian national later told police he had no reason for murdering his daughters but that it made sense to him at the time, the court documents said.

He told police that they would not understand what he had been through and that providing a reason for his crime would make no difference.

Mihayo appeared in court briefly via video-link to enter his guilty pleas.

He will face a directions hearing in the Victorian Supreme Court in September ahead of his sentence.

AAP