Man who cried on TV about missing pregnant wife, kids 'confesses to their murder' (Photos)

Watts gave an emotional interview about the disappearance of his family on the Today show before reportedly confessing to the murders (Image: NBC)

A man who made an emotional TV appeal for the return of his pregnant wife and kids has confessed to murdering them.

Chris Watts was reportedly arrested after confessing to killing his wife Shanann Watts, 34, and her daughters, Bella, four, and three-year-old Celeste - who goes by the name Cece.

A man who gave an emotional plea for the safe return of his wife and two daughters has admitted to killing them (Image: Instagram)

Denver7 reports that officers are currently in the process of recovering their bodies.

Watts' arrest came just hours after he gave a tearful interview about his family's disappearance in which he said: "I have no idea, like where they went".

Shanann, who was 15 weeks pregnant with her third child, and the two girls were declared "endangered and missing" on Tuesday and the FBI and the Colorado Bureau of Investigation had been searching for them.

She had just returned home from a business trip before she went missing from Frederick, Colorado on Monday.

Chris said he last saw his wife at 5.15am before he left for work.

Watts reported his family missing on Tuesday (Image: Instagram)

Speaking on NBC's Today show, Watts said he and Shanann had had an "emotional" conversation that morning but didn't give any further details.

He said: "I don't feel like this is even real right now. It's like a nightmare I can't wake up from."

He said Shanann was planning to go to a friend's house with their daughters and Fox 31 reports that was the last time he heard from her.

Chris claimed he last saw his girls on Tuesday morning before he left for work (Image: Instagram)

Watts said he saw his two girls asleep on the baby monitor as he left the house.

Watts said: "When I got home yesterday, it was like a ghost town.

"I was trying to get home as fast as I can, I was blowing through stop lights, I was blowing through everything just trying to get home as fast as I can because none of this made sense."

Shanann was 15 weeks pregnant with their third child (Image: Instagram)

The Frederick Police Department confirmed they had made an arrest "in connection to the missing person's case" of Shanann and her daughters and were awaiting charges.

Dave Baumhover, a detective at the Frederick Police Department, said there were no signs of foul play and there was nothing to suggest Shanann had mental health problems.

Shanann's friend, Amanda Thayer, said she left everything, including her phone, wallet and handbag, inside the house.

According to Facebook, Shanann worked as a brand promoter for Le-Vel, who make a Thrive weight loss and wellness patch, which she can be seen wearing in some pictures.