Chris Watts' daughter's devastating final words before being killed by her dad

Chris Watt ignored his daughter's final words before killing her in his truck in one of the most shocking murder cases of all time.

The father-of-two is currently behind bars serving five life sentences after killing his pregnant wife, Shannan Watt, and their daughters Bella, 4, and Celeste, 3, in a vicious group murder that took place in Frederick, Colorado, in August 2018.

It was a truly gruesome act, with the state of Colorado shocked to learn that Watts hadn't only murdered his family, which included an unborn baby, but that he also disposed of his daughters' bodies in an oil tank, while authorities later found their mother to be in a shallow grave.

Bella and Celeste were put into the tanks, which had eight-inch diameter hatches at the top.

Shannan's parents asked the prosecution not to seek the death penalty, with Watts pleading guilty and receiving his five life sentences, three of which would be consecutive.

The 39-year-old confessed to strangling his wife and smothering his two girls, who were begging for their lives, reports the Mirror US.

He would horrifically admit in letters years later that he had tried to give his wife OxyContin to kill the baby she was carrying, and that he thought about killing her for 'weeks'.

The American had started an affair that same summer, and Watts claimed that the crimes began after Shanann told him that she knew he was seeing someone else.

In a report that was released in February 2019 via ABC News, the killer admitted that he told her she didn't love her, which led to her saying: "You’re never gonna see the kids again."

He then strangled her with both of his hands at their home, about which he said: "Every time I think about it, I’m just like, did I know I was going to do that before I got on top of her?

"It just felt like there was already something in my mind that was implanted that I was gonna do it and when I woke up that morning it was gonna happen and I had no control over it,” he claimed.

Watts is currently serving five life sentences (Colorado Dept. of Public Safety)

He said that his wife didn't struggle or fight back, and that Bella walked into the room with her room shortly after, asking: “What’s wrong with mommy?”

The report from the Colorado Bureau of Investigation (CBI) included claims from Watts that he put his daughters in the back of his truck, with Shannan's body on the floor board of the backseat, and drove to the oil site where he worked, with his daughters falling asleep in each others laps, he told investigators.

After burying his wife, his daughters asked: “What are you doing to mommy?” though he didn't remember what he said.

He then used Celeste's blue Yankees blanket to strangle her to death, as Bella remained silent, and Watts brought the body to the oil tank.

Bella then asked: "Is the same thing gonna happen to me as Cece?" before starting to resist.

Her final words to her father was: "Daddy, no!"

He claimed that he hears those two words every time he closes his eyes.

He recalled his actions in a horrifying report released the year after his murders (Shanann Watts/Instagram)

Watts revealed to authorities that he left Shannan's ring on the counter so it looked like she wanted a divorce, and in August 2018, he lied to reporters.

Speaking to KMGH, he claimed that he left home early: "When I came home and then walked in the house, nothing. Vanished. Nothing was here.

"My kids are my life."

In days, the bodies were recovered and Watts was arrested.

While being interrogated, he said in the report that he couldn't admit what he had done to himself or the police, saying that he didn't think about lying and saying that his wife killed their children, until it was mentioned to him.

He claimed he 'went with it' in the end, though he would go on to plead guilty on all charges.