Daughter's tragic last words after mother killed by father

New details about the murders of Shanann, Bella and Celeste Watts by their husband and father Christopher Watts have come to light.

The Colorado man initially denied involvement in the August disappearance of his wife and daughters, and even spoke with media about his concern for their well-being.

However, he later pleaded guilty to the killings and in November 2018 was given five life sentences after prosecutors and Shanann's family agreed to drop the possibility of the death penalty.

However new information was revealed on the Dr Phil show by Steven Lambert, the attorney for Shanann Watts’ family.

Watts had just strangled his wife Shanann and was wrapping her in a sheet to dispose of her body when their daughter Bella walked into the room.

“What are you doing with mummy?” the four-year-old asked her father.

“She's four, what we've been told she's quite smart - was quite smart - and knew something likely was up. And what he said was that, ‘Mommy is sick, we need to take her to the hospital to make her better,’” Lambert said.

According to Lambert, Watts then told his daughters to get in to the truck, and the family left the home. After a 45-minute drive, Watts arrived at the location where he would bury his wife.

Lambert told Dr. Phil that Bella Watts then watched from the truck, as Watts disposed of Shanann’s body, and murdered Celeste, also known as CeCe.

“He walks over, takes CeCe’s favourite blanket, and smothers her. Then, he takes her body, takes it out of the vehicle. At this point, Bella had unbuckled herself from the vehicle. He went back to the vehicle,” Lambert said. “Bella said, ‘Please, Daddy, don’t do to me what you just did to CeCe.’”

Lambert said Watts murdered Bella last, moments after she pleaded for her life.

Watts was having an affair with a co-worker at the time of the murders, however she did not know that he was married with children and cut ties with him when Shanann and her children were initially reported missing.

After his sentencing last November, prosecutors said they may never know what led Watts to kill his family.

“I don't think he will ever tell us. I don't think he will give an honest assessment of why he did what he did, how he did what he did,” Weld County District Attorney Michael Rourke said.