Nickole Atkinson dropped Shanann Watts off at her home in Frederick, Colorado, after a late business trip at around 2 a.m. on Aug. 13. It was only later, after speaking to Shanann’s husband, Chris, that she realized that she may have been the last person to see Shanann before she was killed.

Shanann , who was found dead along with her two young daughters last week, was reported missing by Atkinson after the friend didn’t hear from her after they parted ways. It wasn’t until after talking to Chris—who has reportedly confessed to the triple murder—that she started to think the worst.

“He just kept saying that he didn’t know where she was and that she was on a playdate,” said Atkinson, recalling the conversation she had with Chris the day Shanann went missing. “But he couldn’t give us the name of the friend. I knew he had something to do with it the day I was at his house with him, but I didn’t want to think that.”

Atkinson is the closest friend of Shanann Watts to speak out since she and daughters Celeste, 3, and Bella, 4, were found dead Thursday. She says she became alarmed after Watts, who was 15 weeks pregnant, missed a routine medical appointment to check on her baby’s heartbeat.

Investigators believe that between the time Atkinson dropped Shanann off and the discovery of the bodies, Chris Watts killed his family at their home and drove their bodies to property of the petroleum company he worked for. His wife’s body was recovered in a shallow grave on Thursday, according to court documents, and the children’s bodies were found in oil tanks.

Along with the FBI, Atkinson became concerned by the seemingly unemotional way Chris Watts was dealing with the “disappearance” of his family. His “cavalier” interview with Denver7, in which he made repeated appeals for his wife and children to come home, raised red flags for police and Atkinson said his whole demeanor worried her.

“He was defending himself, but it just didn’t make sense. Like in that moment it is kind of surreal,” Atkinson told Good Morning America Monday. “He was just sitting there waiting for something to happen; it just didn’t seem right to me.”

Atkinson said she wasn’t “shocked” when police arrested Chris Watts in connection with his family’s murder a few days after she spoke to him. He was booked Thursday on three counts each of first-degree murder and tampering with physical evidence. He has yet to be officially charged.

Atkinson said she believed the couple were happily married—but that Chris Watts, unprompted, brought up the issue of separation when she called him the day Shanann went missing, which she thought was strange.

“She didn’t talk about leaving him or separating. She very much loved her family and wanted to be a family,” said Atkinson. “I didn’t find out that they were going to separate or anything like that until I called Chris that morning.

“When I called him and asked him where she was, that’s when he told me and I basically told him that that wasn’t my [concern] at that particular moment because it wasn’t and that their business was their business, that they would either work it out or they wouldn’t.”

She says her suspicions were further fueled when a neighbor’s security video showed that Shanann didn’t leave the house after she was dropped off—but Chris Watts did. Atkinson says that discovery proved to her that “there was something seriously wrong.”

“Anyone in their right mind will start piecing things together and think something had happened, but you don’t want to go there,” said Shanann’s close friend. “You want to believe the best in people.”

Atkinson says she can no longer hear the suspect’s name without becoming “angry” and, in hindsight, says she noticed that he was being less affectionate with his wife over the past month.

“He wasn’t being the loving Chris that he normally was,” said Atkinson. “He wasn’t touching or hugging or doing stuff like that. He wasn’t being as attentive to the girls as he normally is.”

Atkinson went on to say that when the bodies were discovered, it was “one of my worst nightmares,” adding: “I sat on our bed for, I don’t know how long, and didn’t move because I didn’t want to think that they weren’t coming back.”

The deadline for charges to be filed against Chris Watts is Monday afternoon.