Frederick, CO –Just hours after he begged for their safe return, police have confirmed that a Colorado man was arrested for the murders of his pregnant wife and their two young daughters (video below).

Shanann Watts and her daughters, 4-year-old Bella and 3-year-old Celeste, had been missing since Monday, KDVR reported.

Police said that Shanann’s friend reported having dropped her off at her home at 2 a.m. on Aug. 13 after they got back to town from a work trip in Arizona.

She told police that she watched the pregnant mother-of-two go inside the residence.

The women were supposed to get together again later in the day, but she said Shanann, 34, never answered her phone.

In an interview with KMGH, Shanann’s husband, 33-year-old Christopher Watts, said that his wife was at home when he left for work at about 5:15 a.m. on Monday.

Christopher admitted that they had an “emotional conversation” before he left the house, but refused to provide any details.

He said he tried to call and text Shanann several times throughout the morning.

“She never got back to me,” Christopher said.

Shanann also didn’t respond to calls and messages from other people. When one of her friends went to the house and couldn’t find her, she called Christopher, who said he then left work and returned home.

“I was trying to get home as fast as I can,” Christopher said in an interview with NBC News. “I was blowing through stoplights, I was blowing through everything just trying to get home as fast as I can because none of this made sense.”

Christopher said he went into the house, but that his family had “vanished.”

Shanann’s purse, phone, keys, and vehicle were all located at the couple’s home, NBC News reported.

Her friend reported her as missing at 1:40 p.m.

“Knowing they could be in trouble, it’s earth-shattering,” Christopher told NBC News.

“I hope that she’s somewhere safe right now with the kids,” he said during his interview with KMGH. “Could she have just taken off? I don’t know. But if somebody has her and they’re not safe, like, I want them back now.”

He went on to tell the news outlet that he had “every light in the house on” the night prior, “hoping that I would just get ran over by the kids running in the door… But it didn’t happen.”

“It was just a traumatic night,” Christopher added. “My kids are my life. Those smiles light up my life… It was tearing me apart last night. I needed that.”

Christopher then issued a message directly to the family he would later allegedly confess he had already murdered.

“Shanann, Bella, Celeste, if you’re out there, just come back. Like, if somebody has her, just please bring her back,” he pleaded. “I need to see everybody… This house is not complete without anybody here. Please bring them back.”

On Wednesday, the Federal Bureau of Investigation (FBI) and the Colorado Bureau of Investigation (CBI) arrived to assist local law enforcement with the investigation, WJW reported.

Police executed a search warrant at the Watts’ residence, and were seen removing bags of evidence from the home, KDVR reported.

Investigators also towed Christopher’s work truck from the house.

On Wednesday night, the multiagency investigation resulted in Christopher’s arrest, the Frederick Police Department confirmed.

He was subsequently charged with three counts of first-degree murder, and three counts of tampering with physical evidence, KMGH reported.

During a press conference late Thursday morning, CBI Director John Camper confirmed that investigators had recovered a body that they were “quite certain” is that of Shanann.

Frederick Police Department Public Information Officer Sergeant Ian Albert said that Shanann’s cause of death was “undetermined” as of Thursday morning.

“We have strong reason to believe that we know where the bodies of the children are, and recovery efforts are in process on that,” Director Camper added.

Officials confirmed that the body of Shanann, who was 15-weeks pregnant, was found on land belonging to Anadarko Petroleum Corp.

According to Heavy, Christopher worked for Anadarko, an oil and gas company, in 2015, but it was unknown whether he was still employed there.

Shanann’s brother, Frankie Rzucek, announced that Christopher had confessed to murdering his wife and daughters in a Facebook post late Wednesday night.

“That piece of s–t may he rot in hell. He killed my Pregnant sister and my two nieces. Her husband Chris watts admitted to murdering my family,” Rzucek wrote. “We just found out she was pregnant with a baby boy and his name was going to be nico.”

Officials refused to comment regarding the family’s claim that Christopher had made a confession, but Weld County District Attorney Michael Rourke said he expects that the affidavit will be unsealed at the time formal charges are filed on Monday.

You can watch one of Christopher’s tearful interviews in the video below: