FREDERICK, Colo. – A Colorado man confessed Wednesday to killing his pregnant wife and their two young daughters, a day after authorities launched an investigation into their mysterious disappearance, reports said.

Chris Watts, 33, admitted killing Shanann Watts, 34, who was 15 weeks pregnant, and daughters Celeste, 3, and Bella, 4, FOX31 Denver reported, citing a family source.

Two law enforcement officials reportedly told the Denver Channel that Watts confessed to the killings, and that authorities believe they know the location of the bodies.

As a result, Watts was detained and awaiting charges, authorities in the town of Frederick tweeted early Thursday.

A pickup truck was towed from outside the Watts’ home Wednesday night, FOX31 reported. Moreover, a makeshift memorial was also set up outside the family’s home overnight, the station said.

The mother and daughters were first reported missing in Frederick, about 30 miles north of Denver, on Monday. Consequently, local police asked for the public’s assistance the following day. However, the Colorado Bureau of Investigation and the FBI later joined the investigation.

Nickole Utoft, a close friend of Shanann Watts, told FOX 31 she had last seen Watts at her home about 2 a.m. Monday when they got home from a work trip. The two planned to get together later that day.

When Shanann Watts didn’t answer her phone, Utoft said she called police.

Shanann Watts’ purse, keys and phone were found at the home during a welfare check.

In what now appears to be a charade, Chris Watts had told reporters earlier Wednesday that he was traumatized by the disappearance and was hoping for his family’s safe return.

“It’s not something I could ever, ever fathom would happen in my lifetime, and I have no inclination of where she is,” he said at the time. “She said she was going to a friend’s house with the kids and that’s the last thing I heard, and that was it. It was very vague.”

When the Denver Channel asked if he thought his wife just took off, Watts responded: “Right now I don’t want to just throw anything out there. I hope that she’s somewhere safe right now and with the kids.

“But could she have just taken off? I don’t know, but if somebody has her and they’re not safe, I want them back now.”

Watts told the station that he and his wife “had an emotional conversation” the night before her disappearance and said he’ll “leave it at that,” when asked if they had an argument.

Watts said he waited up the previous night “with every light in the house on,” unable to sleep from not knowing whether his family was safe.

“I was hoping I would just get run over by the kids running in the door, just barrel rushing me, but it didn’t happen,” he said. “It was just a traumatic night.”

When asked about his relationship with his children, Watts said they were “his life” and that their “smiles light up my life.”

He said he missed telling his kids at dinner that “you got to eat that or you’re not going to get your dessert.” He also said he missed cuddling with them on the couch. “It was tearing me apart last night,” he said.

“I just want everybody to come home. Wherever they’re at, come home. That’s what I want,” he told the station.

The station concluded the interview asking what would Watts tell his wife and kids if they could see the interview.

Watts, looking directly into the camera, said: “Shannan, Bella, Celeste, if you’re out there just come back. If somebody has her, just bring her back. I just need to see everybody. I need to see everybody again. This house is not complete without anybody here. Please bring her back.”

Town officials said they would provide an update Thursday.

Update: Authorities believe they’ve found the victims bodies.