DENVER (Reuters) - A Colorado man, who earlier this week pleaded for the safe return of his pregnant wife and their two young daughters after they went missing, has been arrested on suspicion of killing them, police said on Thursday.

The body of a woman, believed to be the spouse of Christopher Watts, 33, of Frederick, Colorado, was discovered on a property owned by Anadarko Petroleum Corp, police said.

Watts worked at the property, according to media reports.

The search for the bodies of the couple’s two daughters, Celeste, 3, and Bella, 4, turned up human remains that were believed to belong to the two children, Frederick police said on Twitter on Thursday.

Their bodies were found in the same area as their mother, Shanann Watts, 34.

Christopher Watts was taken into custody late on Wednesday for the suspected murder of his wife and two daughters.

“This is absolutely the worst possible outcome that any of us could imagine,” John Camper, director of the Colorado Bureau of Investigation, told a news briefing about the incident in Frederick, about 30 miles (50 km) north of Denver.

Officials also declined to comment on media reports that Watts had confessed to the killings.

Weld County District Attorney Michael Rourke told reporters his office had until Monday to file formal charges against Watts.

Watts made a brief appearance in court and was ordered held without bail until at least his next court appearance next week, Weld County assistant district attorney Robert Miller said by phone.

Watts, dressed in an orange jail jumpsuit and in shackles, did not speak to reporters.

Prosecutors said in court they believed Watts’ wife and two daughters were killed at their home, TV station Denver 7 reported from the courthouse.

Watts said in an interview with Denver 7 on Tuesday he was torn up inside about his family going missing and pleaded for their return.

“I just want them to come back,” Watts told the broadcaster. “My kids are my life. Those smiles light up my life. I want everybody to just come home.”