The Colorado man who is accused of killing his pregnant wife and two daughters before dumping them at an oil work site told the police that it was his wife who strangled the children — and that he strangled her out of rage, according to an affidavit for an arrest warrant released on Monday.

The man, Christopher Watts, 33, had been having an affair with a co-worker, the police said, and had told his wife he wanted to separate during an emotional conversation in the middle of the night on Aug. 13.

Afterward, he told the police, he had looked at the family’s baby monitor and seen his wife strangling their daughter Celeste, 3. Their other daughter, Bella, 4, was lying on her bed and appeared blue, he said. After that, he strangled his wife, he told the police.

But the authorities believe Mr. Watts — who gave a television interview pleading for the return of his family before he was arrested — is responsible for all three deaths.