A Colorado man strangled his pregnant wife in their bed before driving her body and their two daughters to a worksite where he smothered the girls with a blanket, according to records of an interview he gave police from prison.

Christopher Watts made the statements during authorities' prison visit on Feb. 18, three months after he was sentenced to life in prison. Authorities said they believe the grim account of the killings represent Watts' first full confession.

The suburban Denver crime began with the disappearance of Shanann Watts and the children, and Christopher Watts' televised pleas for their safe return in August. He was arrested within days and later pleaded guilty in exchange for prosecutors not seeking the death penalty.

Watts, however, didn't provide a full account at the time on the killings or his motive.

Authorities who visited Watts in February told him that "his life and situation was unique and we wanted to fully understand what happened," according to a written summary of the interview. An audio recording indicates Watts, 33, expressed no hesitation about talking.

Watts previously told police he killed his wife after she strangled their daughters, 4-year-old Bella and 3-year-old Celeste, but he acknowledged in the interview that was a lie and he was solely responsible for the killings. He said detectives were the first to mention that Shanann may have killed their children and he "just went with it."

Watts said he strangled 34-year-old Shanann in their bed on Aug. 13 after he told her their marriage was over and she said he would never see their children again. Watts said his wife correctly suspected that he was having an affair, but he did not tell her about his ongoing relationship with a co-worker before killing her.

Authorities have speculated that Watts wanted a chance to start over with the woman. Watts told investigators in February that the woman "never asked him to get rid of his family" but their relationship may have "contributed" to his actions.

After he strangled Shanann, Watts said Bella came into their bedroom clutching a blanket and asked what was wrong with her mother. Watts claimed his wife wasn't feeling well.

Their daughter continued watching as Watts wrapped the body in a bed sheet and began crying when he pulled it down the stairs of their home, he said.

Watts said he put her body on the floor of his truck's back seat. When he went inside, Celeste also was awake.

Watts said he put the girls into the backseat of the truck, where they occasionally napped on each other's laps as he drove. Each child had a blanket and Celeste also brought a stuffed animal.

Watts claimed he had no plan for his daughters but drove to an oil worksite about 40 miles (65 kilometers) east of the family's home in Frederick. He worked there as an operator for an oil and gas producer.

He told police he pulled Shanann's body from the truck as the girls asked, "What are you doing to Mommy?"

He said he went back to the truck and used Celeste's blanket to smother her as Bella watched from a seat beside her sister. He then put Celeste's body inside an oil tank before returning to the truck and smothering Bella using the same blanket, the documents say.

Her last words were "Daddy, no!" he told police, adding that Bella struggled under the blanket. He said he put her body inside another oil tank and buried Shanann's body nearby.

Watts insisted that he did not plan to kill his wife or children.

"If I was thinking, this wouldn't have happened," he said.

Watts told investigators that he pleaded guilty to avoid a lengthy trial playing out before family and did not feel pressured by his attorneys to make an agreement with prosecutors.

The interview records also provide a glimpse of Watts' life in prison. Colorado prison officials moved him out of the state but have refused to confirm his location. A site allowing people to send money to inmates lists Watts under the Wisconsin Department of Corrections.

Watts told police he read the Bible for the first time in prison and he writes down scriptures each day to send his parents. He keeps photos of his wife and daughters in his cell and talks to them "every morning and every night."