'Please, daddy': Colorado killer Chris Watts reveals daughter begged him for her life

Warning: This article contains graphic details that may disturb some readers.

A US man in jail for life after murdering his own family has revealed further details about the final moments of his wife and two daughters' lives.

Christopher Watts was sentenced to three consecutive life sentences without parole for the murders of his pregnant wife Shanann and daughters Bella and Celeste in November 2018.

He's now released a statement via his lawyers to TV show Dr Phil that provides previously unheard details of the murders. 

According to the statement, Mr Watts admitted to having an affair and told his wife he wanted a divorce, to which her response was: "You're not going to see the kids again."

That's when the man strangled his wife to death.

Mr Watts then went on to state that he was wrapping the body of his wife in a sheet when their daughter, four-year-old Bella, walked into the room.

"What are you doing with mommy?" the child asked. Watts told the girl her mother was sick and they were going to take her to the hospital.

Loading the wrapped body in his truck, Watts took his daughters with him to the remote oil-and-gas field where he worked. Once there, and after dumping the bosy of his wife in the dirt, he smothered three-year-old Celeste with her favourite blanket as Bella watched.

Watts then removed Celeste from the truck. When he returned for Bella, the girl had unbuckled herself from her seat and begged for her life while he struggled to kill her.

"Please daddy, do not do to me what you just did to Cee-Cee," Bella allegedly said.

He then buried his wife and dumped his daughters' bodies in crude oil tanks on the property.