Family annihilator Chris Watts has made a chilling new confession that he 'murdered his daughters twice', in a disturbing prison letter obtained exclusively by DailyMailTV.

Watts' letter, below in its entirety, lays out in grim detail how he attempted to smother his daughters, Bella, 4, and Celeste, 3, before strangling his pregnant wife Shanann at their home in Frederick, Colorado.

But following the murder attempt, the girls woke up, bruised and traumatized.

Watts, 34, did not share the revelation during his multiple interviews with police and FBI agents following the murders in August 2018.

The letter was sent to Cheryln Cadle who struck up a correspondence with Watts after he was jailed. The letters, and her one-on-one conversations with Watts in prison, form the basis of her explosive new book, Letters From Christopher that will be published on October 7.

In the letter, Watts writes: 'August 13th, morning of, I went to the girls' room first, before Shanann and I had our argument. I went to Bella's room, then Cece's room and used a pillow from their bed (to kill them). That's why the cause of death was smothering. After I left Cece's room, then I climbed back in bed with Shanann and our argument ensued.

'After Shanann had passed, Bella and Cece woke back up. I'm not sure how they woke back up, but they did. Bella's eyes were bruised and both girls looked like they had been through trauma. That made the act that much worse knowing I went to their rooms first and knowing I still took their lives at the location of the batteries.'

Chris Watts confessed he 'murdered' his daughters Bella, 4, and Celeste, 3, twice, in a letter to Cheryln Cadle, DailyMailTV can reveal. Watts describes how he attempted to smother his daughters before strangling his pregnant wife Shanann at their home in Colorado last August. But following the murder attempt, the girls woke up, bruised and traumatized

The letter was sent to Cheryln Cadle who struck up a correspondence with Watts after he was jailed. The letters, and her one-on-one conversations with Watts in prison, form the basis of her new book, Letters From Christopher (right)

In the letter, Watts wrote: 'August 13th, morning of, I went to the girls' room first, before Shanann and I had our argument. I went to Bella's room, then Cece's room and used a pillow from their bed (to kill them). That's why the cause of death was smothering'

After meeting in person, Watts decided to allow Cadle (pictured) to use his letters for her first book, Letters From Christopher: The Tragic Confessions of the Watts Family Murders . He agreed to the book in exchange for Cadle's promise that she would publish his 'testimony of coming to God and the forgiveness he received'

Watts also admits to concealing other facts from authorities that he would not talk about in phone calls from prison to prevent them from being recorded.

'I don't like saying stuff like that over the phone because I'm never certain when they screen my calls,' he wrote.

He had previously claimed that it was a spontaneous outburst of rage that led him to kill his wife - who was 15 weeks pregnant with their son, Nico - and his daughters so that he could be with his mistress of two months, his co-worker Nichol Kessinger.

However, he admitted in the letter that he had been plotting the murders for some time.

'August 12th when I finished putting the girls to bed, I walked away and said ''That's the last time I'm going to be tucking my babies in.'' I knew what was going to happen the day before and I did nothing to stop it!' he wrote.

He also confessed that he had slipped the potent painkiller Oxycodone to his wife in the hope of inducing a miscarriage. 'I thought it would be easier to be with Nichol if Shanann wasn't pregnant,' he wrote.

Watts took a plea deal to avoid the death penalty after pleading guilty to the four murders. He will spend the rest of his life in prison and is currently being housed at Dodge Correctional Institution, Wisconsin.

Watts – who had turned down dozens of interview requests and received hundreds of letters – appeared to respond to Cadle's view that he could still make a difference in other people's lives and that his could be a 'story of redemption'.

But she did not sugarcoat the evil of what he had done. 'Let me just say, the crime was horrific, so I’m not writing you to tell you how wonderful you are or that I want to be pen pals,' she wrote in her first letter in February.

The 65-year-old grandmother from northern Illinois, wrote three times before Watts replied. She subsequently visited him in prison three times, with each meeting lasting around five hours, after he put her on his visitor list.

Since March, she has spoken with him about three times a week on the phone. Their most recent conversation took place last week.

Watts also confessed that he had slipped the potent painkiller Oxycodone to his wife in the hope of inducing a miscarriage. 'I thought it would be easier to be with Nichol if Shanann (pictured) wasn't pregnant,' he wrote

Watts had previously claimed that it was a spontaneous outburst of rage that led him to kill his wife, who was 15 weeks pregnant with their son, Nico, and daughters so that he could be with his mistress of two months, his co-worker Nichol Kessinger (pictured together)

After meeting in person, Watts decided to allow Cadle to use his letters for her first book, Letters From Christopher: The Tragic Confessions of the Watts Family Murders.

He agreed to the book in exchange for Cadle's promise that she would publish his 'testimony of coming to God and the forgiveness he received'.

Through his letters, Watts also quashes any lingering doubt that Shanann was responsible for her daughters' murders, as he had falsely claimed to the police during his first interviews after the killings.

Following the shocking letter about his daughters' ordeal, Cadle said she was left with many questions, which Watts answered in later conversations.

The 34-year-old described how he killed his wife in grisly detail and recalls how she looked moments before her death as he told her that he wanted a separation and no longer loved her.

'Isn't it weird how I look back and what I remember so much is her face getting all black with streaks of mascara?' Watts said.

'All the weeks of me thinking about killing her, and now I was faced with it. When she started to get drowsy, I somehow knew how to squeeze the jugular veins until it cut off the blood flow to her brain, and she passed out...

'I knew if I took my hands off of her, she would still keep me from Nikki. They asked me why she couldn't fight back, it's because she couldn't fight back. Her eyes filled with blood; as she looked at me and she died. I knew she was gone when she relieved herself.'

Watts said that, to his surprise, his daughters came walking into the room while he was wrapping Shanann in a bedsheet and began asking what was wrong with their mom. He told them that she wasn't feeling well.

Watts said that he tried to carry Shanann's body downstairs but she was too heavy and he lost his grip. He ended up dragging her down the steps and then bundled her in the back of his truck.

Watts told Cadle: 'The girls were just kind of running around the house, and watching me with scared looks on their faces. Bella started to cry and when she did Celeste started whimpering. What a nightmare this was.'

Following the shocking letter about his daughters' ordeal, Cadle said she was left with many questions, which Watts answered in later conversations. Pictured: The envelope sent from Watts to Cadle

The 34-year-old described how he killed his wife in grisly detail and recalls how she looked moments before her death as he told her that he wanted a separation and no longer loved her

Cadle asked him about the claims that Watts gave his wife Oxycodone and he responded with conflicting stories, saying he had given it to her twice – once at her parents, again to try to cause a miscarriage, and the immediately before her death. He later contradicted himself and said he only gave it to her once

However, he admitted in the new letter that he had been plotting the murders for some time. 'August 12th when I finished putting the girls to bed, I walked away and said ''That's the last time I'm going to be tucking my babies in.'' I knew what was going to happen the day before and I did nothing to stop it!' he wrote

Watts said that, to his surprise, his daughters came walking into the room while he was wrapping Shanann in a bedsheet and began asking what was wrong with their mom. He told them that she wasn't feeling well

He later said: 'I realize now the girls getting up and walking around may have been God's third attempt to stop what I was doing.'

He said that his overwhelming feeling was being 'so mad they were still alive'.

He then drove with his wife's body, her face and feet wrapped in garbage bags, and his two daughters to a remote oil field owned by his then-employer, Anadarko.

He had packed his lunch, a shovel and rake, along with a gas can, which led the FBI to subsequently ask whether he was considering suicide.

'The FBI asked me if I was going to take my own life, and I told them I thought about it but honestly no, I was not going to take my own life,' he later told Cadle.

He recalled that it took him an hour to drive to the site where he methodically killed both of his daughters.

'I dumped Shanann on the ground, then I walked back to the truck and with the blanket that Celeste was holding, I put it over her head and smothered her.'

Watts squeezed Celeste's body through an eight-inch hatch in one of the oil tankers.

'I couldn't believe how easily it was to just let her drop through the hole and let her go. I heard the splash as she hit the oil.'

He then relived for Cadle, in appalling detail, how he killed his eldest daughter Bella after she had watched him murder and dispose of her sister. He spoke of his surprise that: 'Little quiet Bella had a will to live.'

'Out of all three, Bella is the only one that put up a fight. I will hear her soft little voice for the rest of my life, saying, 'Daddy, NO!!! She knew what I was doing to her. She may not have understood death, but she knew I was killing her.'

He recalled that it took him an hour to drive to the site where he methodically killed both of his daughters. 'I dumped Shanann on the ground, then I walked back to the truck and with the blanket that Celeste was holding, I put it over her head and smothered her'

Watts squeezed Celeste's body through an eight-inch hatch in one of the oil tankers. 'I couldn't believe how easily it was to just let her drop through the hole and let her go. I heard the splash as she hit the oil.' Pictured: The site where Watts dumped his daughters and buried his wife

He has repeatedly told investigators that his daughters were not alive when they went into the tanks and that he had intentionally separated their bodies.

'I had to put the girls in the tanks so they wouldn't get up the second time,' he said.

He then turned to the task of burying his wife in a shallow grave.

'When I dug the hole, it seemed a lot deeper than it was. As I pulled on the sheet she rolled out and into the hole. I think she had given birth. She landed face down, I remember being so angry with her that I was not going to change how she landed,' he said.

The autopsy later confirmed that Shanann's amniotic sac containing the fetus was protruding from her vaginal area.

Shanann's cause of death was ruled as strangulation and the two girls were smothered.

The report also noted that Bella and Celeste had crude oil in their throats, stomach and lungs after spending days in bottom of the tanks.

Following the murders and the disposal of their bodies, Watts searched Google for the lyrics of a Metallica song, Battery, according to police records.

The lyrics include the lines: 'lunacy has found me – Cannot stop the battery – Pounding out aggression – Turns into obsession – Cannot kill the battery – Cannot kill the family.'

Cadle asked him about the claims that Watts gave his wife Oxycodone and he responded with conflicting stories, saying he had given it to her twice – once at her parents' home in North Carolina to try to cause a miscarriage, and then immediately before her death. He later contradicted himself and said he only gave it to her once in North Carolina.

'I asked him where he got the Oxy, and he told me that is one of the things he will take to his death,' Cadle wrote.

A few hours after he buried his family, Watts' alibi began to fall apart. He gave an awkward TV interview, appealing for his wife and daughters' safe return.

Surveillance footage gathered from his neighbor's home also showed Watts, on the morning of the murders, had backed his truck up to the garage, loaded up the vehicle and driven off.

Watts took a plea deal to avoid the death penalty after pleading guilty to the four murders. He will spend the rest of his life in prison and is currently being housed at Dodge Correctional Institution, Wisconsin

Watts had told police, friends and family that Shanann had run off with their daughters while he was at work but the surveillance tape revealed no one but Watts had left the house that day.

Frederick Police administered a polygraph to Watts. Investigators say he came to the test in loose clothing and was wearing no wedding ring.

The polygraph test indicated Watts was lying and the tester confronted Watts with the deception.

After a long conversation with his father Ronnie, Watts admitted to killing his wife but initially claimed that Shanann had killed the girls because he had told her that he wanted to end their marriage.

Watts has claimed that he murdered his family so he could be free to be with mistress Nichol Kessinger.

Following the murders, Kessinger was reportedly placed in witness protection and is now living in a different state under a new identity.

After Shanann and her daughters were killed, Kessinger contacted the police and spoke with them for nearly two hours on August 16.

Kessinger told investigators that she and Watts met at work and began talking outside of the office around late May 2018. A few weeks later, their relationship became sexual.

She claimed that Watts had told her his marriage was over and did not mention his daughters or the fact that his wife was pregnant with their third child.

'It's not fair. It wasn't fair to me in the first place, it wasn't fair to her in the first place, it wasn't fair to any of us in the first place, you know,' Kessinger told investigators, referring to Watts' lies.

Watts has claimed that he murdered his family so he could be free to be with mistress Nichol Kessinger. Following the murders, Kessinger reportedly has been placed in witness protection and is now living in a different state under a new identity

Kessinger was adamant that she never would have pursued a relationship or even agreed to date Watts had she known he was still with his wife. Pictured: Kessinger posing seductively for Watts, who is seen in the mirror's reflection

Kessinger was adamant that she never would have pursued a relationship or even agreed to date Watts had she known he was still with his wife.

'It's like, you know, I'm gonna wake up every day and know that like this mom and her unborn child and these two little girls are not around anymore and it breaks my heart,' a tearful Kessinger said.

She also worried about what would happen to her once she was revealed to be the other woman.

'My name is about to be like slandered, for probably a while. I don't know how long it's gonna take to heal. But I would not be surprised if it's gonna be hard to go out in public sometimes for a couple of years,' she explained.

Investigators examined the phone of Kessinger and found searches for sexual videos and positions, and hours worth of searches for 'Shanann Watts.'

After the murders, police say Kessinger searched for 'can cops trace text messages', and made multiple searches for Amber Frey, the mistress of convicted murderer Scott Peterson.

She searched whether 'people hate Amber Frey' and researched Frey's subsequent book deal.

Kessinger told investigators she had deleted texts and photos from her phone that Watts had sent her.

Kessinger said that she didn't believe the affair was the catalyst for the murders but it may have 'accelerated the process.'

She told them that 'money is the biggest catalyst for this event happening.'