Shortly after murdering his family, Chris Watts sent a chilling text to his mistress.

When his pregnant wife and two young daughters went missing in August, Colorado man Chris Watts fronted the cameras with a desperate appeal for help. He looked like a concerned husband, father, a man yearning for answers. Then the truth began to emerge.

Investigating police uncovered that the 33-year-old was having an affair with an unnamed co-worker. That woman had approached police with details about their relationship and what he had told her about his family’s disappearance.

Within days, Watts was in handcuffs, as the bodies of Shanann, 34, four-year-old Bella and three-year-old Celeste were recovered from an oil field owned by the petroleum company for which he worked. His wife had been buried in a shallow grave, and his daughters submerged in crude oil vats.

Last week, Watts pleaded guilty to all charges against him. A plea that prompted that co-worker – his mistress – to finally speak out.

In an interview with the Denver Post, Nichol Kessinger said that on the afternoon of August 13, the day his wife and daughter 'disappeared', Watts sent her a text message that said his family were "gone". In line with the fabricated story had given to police, he said the trio had left for a playdate and never returned.

Kessinger told the Post that Watts seemed casual and didn’t show any emotion.

It was one of many lies - though certainly the most disturbing - that the 30-year-old claims she was told by Watts over the course of their brief affair. She claims they began a physical relationship in early July after meeting at work the previous month, and would see each other four to five times a week.

“When he spoke to me, he was very soft spoken. He appeared to be a good listener,” she said.

Kessinger said he never wore his wedding ring, and told her he was in the process of finalising a divorce. She only learned he was married and that his wife was 15 weeks pregnant when she read the news about his family's disappearance.

“I thought, ‘If he was able to lie to me and hide something that big, what else was he lying about?’” she said.

Kessinger told the Post she contacted Watts on August 14 and questioned him about his family's disappearance. His answers, she said, were emotionless and he kept trying to change the subject - something felt "off". And so Kessinger approached police.

“I just wanted to help,” she said. “With a pregnant woman and two children missing, I was going to do anything that I could.”

After his arrest, Watts told authorities he had a civil but emotional conversation with Shanann in the early hours of August 13 about wanting to end their marriage. He claimed that a short time later he saw his wife strangle their two daughters, and that he "went into a rage and ultimately strangled Shanann to death”.

Watts' version of events was rejected by police, who pursued him on all charges. On November 6, he pleaded guilty to five counts of murder in the first degree, three counts of tampering with a deceased human body, and one count of unlawful termination of pregnancy.

His plea means he will avoid the death penalty but likely faces the rest of his life behind bars, with no possibility of parole, when he is sentenced on Monday.

“I don’t think there is a logical explanation for what he did,” Kessinger said. “It’s a senseless act, and it’s horrific.”