The Colorado father accused of murdering his pregnant wife and two young daughters was having an affair with a co-worker and suggested he and his wife separate, an arrest affidavit unsealed on Monday reveals.

Christopher Lee Watts, 33, allegedly told Frederick police that he killed his 34-year-old wife, Shanann, in a rage—and claimed it was because she was the one who strangled their children, moments after he asked to break up, according to the document.

The affidavit was released Monday afternoon, soon after prosecutors formally charged Watts in the slayings of Shanann and the couple’s daughters, 3-year-old Celeste and 4-year-old Bella.

Weld County DA Michael Rourke has released few details on the case, and said at a press conference on Monday that it was too early to decide whether to press for the death penalty.

Watts faces three counts of first-degree murder after deliberation; two counts of first-degree murder of a victim under 12 in a position of trust; and felony unlawful termination of pregnancy. He’s also charged with three counts of tampering with a deceased body.

Police arrested Watts last week Wednesday—just one day after he gave a TV interview to Denver7, pleading for his family to come home. On Thursday, investigators discovered the bodies of Shanann and her two little girls on the Anadarko oil company property where Watts worked.

Watts was buried in “a shallow grave near an oil tank,” court documents filed by the Weld County district attorney revealed. Her family told The Daily Beast she was 15 weeks pregnant with a boy, whom she’d named Niko.

The bodies of Celeste and Bella were stuffed in the oil tanks near their mother, court papers added. Watts’ attorneys have suggested that the daughters—who were submerged in crude oil for days—had been strangled, documents show.

According to the arrest affidavit, Watts told detectives that Shanann returned from a business trip around 2 a.m. on Monday. He broached the idea of separating about three hours later.

“Chris said he woke up around 5:00 AM and began talking to Shanann about marital separation and informed her he wanted to initiate the separation,” the affidavit states. “Chris stated it was a civil conversation and they were not arguing but were emotional.”

Police would later learn that “Chris was actively involved in an affair with a coworker which he denied in previous interviews,” the affidavit says.

Watts invited police, who responded to a welfare check on Monday afternoon, to search his home. At the time, he said Shanann mentioned she was going to a friend’s house later that day with their two children but he didn’t know the pal’s name.

Officers noticed the bedding in the master bedroom was lying on the floor. Shanann’s cellphone was discovered between two cushions of a sofa inside the house. Her purse was on a kitchen island, her suitcase was at the bottom of the stairs leading to the bedrooms, and her shoes were near the front door.

On Wednesday, while at the police station, Watts asked to speak to his father. “Chris said he would tell the truth after speaking with his dad,” the document states.

“After being allowed to speak with his father, Chris stated after he told Shanann he wanted a separation, he walked downstairs for a moment and then returned to his bedroom to speak with Shanann again,” the affidavit continues.

Watts claimed he looked at a baby monitor on Shanann’s night stand and noticed his daughter Bella “sprawled” on her bed. Her skin was blue, he claimed. Then he saw Shanann actively strangling Celeste, he told police. “Chris said he went into a rage and ultimately strangled Shanann to death,” police said in the affidavit.

According to court papers, Watts loaded the bodies of his wife and kids into his truck—he was employed by Anadarko oil company—and transported them to a work site. Watts allegedly confessed to burying Shanann near two oil tanks, in which he dumped the girls’ bodies. (A neighbor’s surveillance camera captured Watts backing his truck up to the garage at 5:27 a.m. and leaving shortly after.)

Before Watts allegedly confessed, a drone spotted a sheet matching the couple’s bedding in the field near the oil tank. Police also said they found several pillow cases and a top sheet in a kitchen trash can in Watts’ house.

The unsealed affidavit appears to bolster previous media reports on Shanann and the children’s final moments. Two of Shanann’s friends told reporters that she was worried Watts may have been cheating on her. Meanwhile, a bankruptcy filing indicates the couple was $448,820 in debt.

As The Daily Beast reported, attorneys fought over who could be present for the autopsies of the victims. A judge denied a request by Watts’ public defenders to allow their own DNA expert to witness the postmortem. He also denied a request that would order the coroner to take swabs of the children’s necks, and from Shanann’s hands and nails.

“This court cannot order the prosecution and/or coroner how to conduct their investigation,” Judge Marcelo Kopcow wrote in his order. “No evidence exists that the prosecution and/or coroner will destroy evidence, improperly collect evidence, or not collect evidence.”

In an interview with Denver7, Watts said Shanann returned from a work trip around 2 a.m. on Monday, Aug. 13. Her flight from Arizona had been delayed because of storms, he said. He claimed Shanann, who sold Le-Vel dietary supplements, was at their Saratoga Trail residence when he left for work around 5:15 a.m.

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

Watts then faced the camera to address his missing family “Shanann, Bella, Celeste, if you’re out there just, just come back,” Watts pleaded, adding, “I need to see everybody again. This house is not complete without anybody here.”

Shanann’s friend, Nickole Atkinson, reported her missing Monday after calls and texts went unanswered. Atkinson told ABC News that she dropped Shanann off at home around 2 a.m., and that the expectant mother waved goodbye and went inside.

Shanann was supposed to have a doctor’s appointment that morning to hear her baby’s heartbeat. Her purse, cellphone and car keys were left inside the house.

According to Watts’ arrest affidavit, Atkinson went to Shanann’s house and saw her vehicle in the garage with car seats inside of it.

Atkinson said she realized something was wrong after she spoke to Watts, who allegedly seemed unconcerned that his wife was gone. “He just kept saying that he didn’t know where she was and that she was on a playdate,” Atkinson told ABC News. “But he couldn’t give us the name of the friend.”

“He was defending himself, but it just didn’t make sense. Like in that moment it is kind of surreal,” Atkinson added. “He was just sitting there waiting for something to happen; it just didn’t seem right to me.”

To the outside world, the Wattses seemed like one happy family.

“No, she did not talk about leaving him or separating. She very much loved her family and wanted to be a family,” Atkinson said. “I didn’t find out that they were going to separate or anything like that until I called Chris that morning.”

Watts mentioned the possibility of separation during their phone call, Atkinson said.

A few weeks before the alleged murders, Shanann confided that Watts wasn’t as affectionate toward her. “He wasn’t being the loving Chris that he normally was,” Atkinson said. “He wasn’t touching or hugging or doing stuff like that. He wasn’t being as attentive to the girls as he normally is.”

When asked if Shanann suspected Watts was unfaithful, Atkinson replied, “I think she entertained the idea, yes.”

Shanann often shared glowing Facebook photos and videos of her husband and kids. Last year, she dedicated a video collage to Watts with the caption, “7 years ago I️ fell in love with you, 5 years ago I️ married my best friend, my soul mate, I️ married you!! Chris these have been the best years of my life!”

In one Facebook video, Shanann says she feels peaceful and at home in Colorado, where she moved from North Carolina in 2012.

She discusses buying her first house when she was 25 years old “by working my tail off,” and struggling with health issues. (Relatives said Shanann was diagnosed with the autoimmune disease Lupus.)

“And then I met Chris,” she adds.

Shanann says she began meeting people online who shared her health struggles, and that she got a friend request from Watts on Facebook.

“I was like, ‘Oh, what the heck, I’m never going to meet him. Accept.’ Well, one thing led to another and eight years later, we have two kids, we live in Colorado and he’s the best thing that that has ever happened to me,” Shanann says.

“Because of my health challenges, because I got so sick, I let him in,” she continues, adding, “He knew me at my worst, and he accepted me.”

She reiterated, “He is the best thing that has ever, ever happened to me.”

Watts is expected to appear in court Tuesday morning.

A Facebook fundraiser launched by one of Shanann’s friends has collected more than $88,000 for funeral expenses as of Monday afternoon.