Newly released security footage shows Shanann Watts walking into her home for the last time, moments before her husband killed her, her unborn child, and her two daughters.

Shanann Watts, 34, can be seen arriving home from the airport and exiting her friend's car to get into the house in the early hours of August 13 last year.

This video is believed to be the last time the woman was seen alive. It shows her friend in a white car waiting for her to go inside the house.

Hours later, Shanann, her unborn son Niko, and her two daughters Bella and Celeste were murdered by husband Chris Watts.

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It is not clear whether her daughters were still alive by the time Shanann arrived home from her work trip.

Watts pleaded guilty to killing his wife and children at the family home in Colorado.

The bodies were found three days later in an oil well on the property of the killer's employer, Anadarko Petroleum.

Shanann and her unborn baby Niko were found in a shallow grave 100 metres away from the wells.

Watts received five life sentences, with no possibility of parole.