FREDERICK, Colo. — A Frederick husband and father is behind bars in the Weld County Jail, booked early Thursday morning, in connection to the disappearance of his pregnant wife and two young daughters.

Christopher Watts, 33, was arrested and brought to the Weld County Jail for investigation of three counts of first-degree murder and three counts of tampering with evidence.

Police said at a 10:30 a.m. news conference that the body of a woman believed to be Shanann was recovered on Anadarko property and that efforts are underway to try and recover the bodies of the two girls.

Two law enforcement officials with knowledge of the investigation told Denver7 investigative reporter Jace Larson that Watts had confessed to killing Shanann Watts, 34, and their two daughters — 3-year-old Celeste and 4-year-old Bella — and that officials believe they know where they can find the bodies.

Watts and her daughters were reported missing out of Frederick on Monday. The Colorado Bureau of Investigation issued a missing/endangered alert for the three on Tuesday. A day later, the Federal Bureau of Investigation joined in the search.

Just after midnight Thursday, an official with the Frederick Police Department said they had made an arrest "in connection to the missing person's case" involving Shanann and her two girls.

Watts was 15 weeks pregnant.

In an interview with Denver7 on Tuesday, Chris Watts said his wife’s purse, keys and phone were all left at home before she went missing. You can watch the full interview below:

The Town of Frederick officials said they would provide another update in this case on Thursday at 10:30 a.m.