“Please Daddy, don’t do to me what you just did to CeCe.”

Those were the chilling last words of 4-year-old Bella Watts — who was suffocated to death by her father, Chris Watts, just moments after he killed the little girl’s pregnant mom and sister.

Attorneys representing the family of Chris’ wife, Shan’ann, revealed them on “The Dr. Phil Show” Tuesday, along with other details of the murders.

Chris offered up the new information during a Feb. 18 prison interview — telling investigators that he had finally found faith behind bars.

“He is claiming that he is remorseful, and he has found God,” explained lawyer Thomas Grant.

Shan’ann’s family was not allowed to listen to Chris’ confession, but authorities did brief them on what was said.

“To hear him admit it, is important to them,” Grant said.

Speaking to Dr. Phil, he and the other lawyers recalled how Bella “fought for her life” that day last August, despite her young age.

“There was a struggle,” said attorney Steven Lambert. “Of the things that have been hard for the [family] to comprehend and to accept in this reality, what happened to Bella in those last moments has been the hardest.”

Chris, 33, had just murdered his wife inside the Colorado home that they shared — strangling her after an argument their had about their relationship — when Bella stumbled on the scene.

“What are you doing with Mommy?’” she asked, according to Lambert.

“What [Chris] said was, ‘Mommy is sick. And, we need to take her to the hospital to make her better.’ From our understanding, Bella did not witness the actual killing of her mother.”

Lambert, who represents Shan’ann’s parents — Frank and Sandy Rzucek — told Dr. Phil that Chris forced his oldest daughter to watch from his truck as he disposed of her mother’s body and killed CeCe.

“He walks over, takes CeCe’s favorite blanket, and smothers her,” Lambert said. “Then, he takes her body, takes it out of the vehicle. At this point, Bella had unbuckled herself from the vehicle. He went back to the vehicle. Bella said, ‘Please, Daddy, don’t do to me what you just did to CeCe.’ ”

Chris later pleaded guilty to the murders and got spared the death penalty. Lambert told CBS4 that he spoke with the convicted killer several times over the phone after his confession — describing the correspondence as “eerie.”

“He’s sounds friendly,” Lambert said. “Almost glad to hear from us.”