The new critical detail about the man who killed his pregnant wife and two daughters.

Just days on from his arrest, new rumours are suggesting Christopher Watts was having an affair with a co-worker when he allegedly murdered his pregnant wife and their two young daughters.

Although Watts denied the cheating allegations in conversations with police, authorities say their investigations have confirmed the affair with an unknown co-worker.

On closed internet forums about the case, four separate women have been identified as the possible woman involved – including women who reportedly worked alongside the couple as promoters for weight loss patch company Le-Vel.

Forensic profiler Dale Yeager has also suggested a number of motives that may have led Watts to allegedly murder his family.

“For Chris to [allegedly] make the leap from adultery to murder, he had to be at a point where he could get to such a dark place, mentally, that he could justify very ugly, evil behaviour,” Dr Yeager told Hollywood Life.

“People who cheat don’t have a moral compass. If you commit adultery in a relationship, you are a vile person because you’re a liar and a con-artist. You don’t care about the people you hurt, including your own children.”

Watts and his wife Shanann were reportedly also dealing with an "incredible amount of debt" leading up to the incident.

On Thursday, Watts' 15-weeks-pregnant wife Shanann was found buried in a shallow grave on a Colorado property owned by Watts' former employer Anadarko Petroleum.

The couple's two daughters, four-year-old Bella and three-year-old Celeste were found submerged in nearby oil tanks.

Although Chris initially claimed Shanann and their two children had vanished in a series of interviews with local television news stations, he soon changed his story when authorities questioned him about his alleged affair.

In a police affidavit shared by People, Watts has now attempted to shift the blame onto his wife.

Watts claimed that shortly after his wife returned home from a work trip on August 13, he informed her that he wanted to go through with a separation.

He reportedly claimed he went downstairs for a short period of time, and when he returned to his bedroom he saw on the baby monitor that his wife was "actively strangling" their youngest daughter. Their eldest was already "sprawled" and "blue", he alleged.

Chris claimed he then “went into a rage and ultimately strangled Shanann to death”, before loading “all three bodies onto the back seat of his work truck” and transporting them to the oil site where they remained for four days.

Watts faces nine charges, including three counts of first-degree murder, and is yet to enter a plea.

He is expected to face court on Tuesday.