A Colorado man is charged with the murder of his pregnant wife and two daughters, just one day after he gave a seemingly unemotional TV interview pleading for help in finding his missing family.

Police in Frederick arrested Chris Lee Watts, 33, late Wednesday night on three counts of first-degree murder in connection to the disappearances of his wife, 34-year-old Shanann Cathry Watts, and the couple’s daughters: Celeste, 3, and Bella, 4. Watts also faces three counts of tampering with evidence.

Shannan and her daughters were reported missing Monday in a case that had help from the FBI and captured national attention. According to Denver7 News, Watts allegedly confessed to killing Shannan, who was 15 weeks pregnant, and two little girls—and police officials believe they know where to find their bodies.

Frederick police held a press conference Thursday morning but provided few details on the case, citing the pending investigation.

“At this point we have been able to recover a body that we are quite certain is Shannan Watts’ body,” said John Camper, director of the Colorado Bureau of Investigation. “We have strong reason to believe that we know where the bodies of the children are and recovery efforts are in process on that.” Camper confirmed to reporters that Shannan’s body was found on an Anadarko oil company property where Watts worked. Meanwhile, Weld County district attorney Michael Rourke said that he expects a sealed arrest affidavit for Watts to become public record next week.

A law enforcement source told The Daily Beast that the suspect picked up his father from the airport Wednesday morning and family members convinced him to turn himself in.

The FBI was suspicious of Watts from the beginning, according to the law enforcement source, because the suspect was “cavalier” in interviews.

Watts’ interview with Denver7 raised red flags for police, according to the TV station.

The suspect told reporters that Shannan, a promoter for the Le-Vel dietary supplement company, had returned from a work trip in Arizona late Sunday. Her flight was delayed, the husband said, and she got home around 2 a.m.

He said that Shannon was home when he left for work around 5:15 or 5:30 a.m., and that her purse, keys, and phone were at their residence.

Shannan was reported missing on Monday, Watts added, after her friend Nicole came to their house around 12:10 p.m. looking for her. Nicole had been texting and calling Shannan but received no replies, Watts said.

Watts said it was concerning that his wife didn’t get back to her “people” but that he figured she was busy when she didn’t answer his messages.

“Nicole called me when she was at the door and that’s when I came home and walked in the house,” said Watts, who stood calmly on his porch wearing a North Carolina Tar Heels shirt. “Nothing was here. She wasn’t here. The kids weren’t here.”

“When her friend showed up, that’s when it registered, like all right, that isn’t right.”

Watts came close to shedding crocodile tears when speaking about his missing kids.

“It was tearing me apart last night,” he continued. “I want everybody to just come home. Wherever they’re at, just come home. That’s what I want.”

When a reporter asked if the couple had an argument, Watts replied, “It wasn’t like an argument. We had an emotional conversation. I’ll leave it at that.”

Moments later, Watts turned to the camera with a message to his family:

“Shannan, Bella, Celeste, if you’re out there just, just come back,” Watts said. “If somebody has her, just please bring her back. I need to see everybody. I need to see everybody again. This house is not complete without anybody here.”

The couple filed for bankruptcy in 2015, two years after moving into their home in Frederick, about 30 miles north of Denver, the Denver Post reported. Shannan and Watts were natives of North Carolina.

Court records reviewed by The Daily Beast show the couple was $448,820 in debt. Their house was valued at $400,000, the bankruptcy petition shows.

In the filing, Watts listed his employer as Anadarko Petroleum Corp., and Shannan listed hers as Children’s Hospital Colorado of Aurora.

Watts drove a work truck that he told friends had GPS on it, the law-enforcement source said.

Frankie Rzucek, Shannan’s brother, took to Facebook to grieve for her.

“I just want to know why. My precious family my one and only sibling, my sister Shanann, 2 adorable nieces Bella and Celeste and her soon to be found out unborn son Niko. I just want 30 seconds alone with that heartless psychopath,” Rzucek wrote late Wednesday.

He also took a swipe at law enforcement’s response, saying, “The cops drug their feet. He was the only one with them and backed his truck into the garage. Doesn't take a genius to know who was suspect.”

“My blood is boiling and the pain and anger and sadness I have in my heart,” he added, “Nothing absolutely nothing would get in my way of taking away his life like he did mine and my ENTIRE FAMILY.”

Earlier this month, Shannan posted a photo of one of her daughters on Facebook. The girl was smiling and holding a pink bucket at the beach.

“The older she gets the more scared I am to let her out into the real world. The world of evil, the world of hate, the world of bullying!” Shannan wrote.

“The world is a scary place. I will do everything in my power to teach her right and to protect her, advocate, stand up for her and defend her!” the mom added.

In June, she posted a video with Watts’ reaction to news of her pregnancy. Shannan wore a T-shirt that said, “Oops … we did it again.”

“Really? That’s awesome,” Watts said when he walked through the door.

Shannan also shared a screenshot of a text between her and Watts, where she included a picture of an ultrasound.

“I love Chris! He’s the best dad us girls could ask for,” Shannan wrote in the caption.