WARNING: Disturbing content

A new doco to air in the US will examine the cold and calculated steps Colorado killer Chris Watts took after brutally murdering his pregnant wife and their two young daughters.

At first, the 34-year-old murderer, who will spend the rest of his life in prison, denied any wrongdoing, and even appeared on camera hours after his family vanished, begging anyone with information to inform investigators.

A 'calm' Chris Watts raised 'alarms bells' for investigators. Photo / via YouTube
A 'calm' Chris Watts raised 'alarms bells' for investigators. Photo / via YouTube

But it was that very same TV appearance that raised alarm bells for investigators.

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In an exclusive clip of Criminal Confessions a new, in-depth documentary looking into his case — which will be aired in the US on Saturday — Watts can be seen looking "cold" as he pleaded with the public for help.

"The concern that he professed to have for his wife and kids seemed very cold and calculated," Weld County District Attorney Michael Rourke said in the documentary.

"Even though people grieve differently, he was so extraordinarily calm and was internally inconsistent in what he was saying and how he was saying it that it raised a lot of red flags."

Rourke said it was in this moment that everyone questioned "what in the world is going on".

Watts had strangled his pregnant wife Shanann, 34, to death and smothered his helpless daughters Bella, 4, and Celeste, 3, before cramming their bodies into two hulking tanks of oil at the fields where he worked.

Watts, who had also killed his unborn son Nico when he murdered his pregnant wife, was interviewed live by a number of local media outlets at his Colorado home, where he gave a chilling plea.

"I just want them back," he said with his arms crossed, as he awkwardly laughed.

"And if they're not safe right now that's what's tearing me apart. If they are safe they're coming back but if they're not this has got to stop — like somebody has to come forward," he continued, as he stuttered his words.

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Produced by Dick Wolf, the special 90-minute episode features lead investigators at the Colorado Bureau of Investigation speaking out about the case for the first time.

"Chris talked about how he and his wife had an emotional conversation right before she went missing which I thought was strange that you would talk about that on the news," another investigator explained.

Watts was later sentenced to life in prison for the August, 2018 murders of his family. Photo / via YouTube
Watts was later sentenced to life in prison for the August, 2018 murders of his family. Photo / via YouTube

Lead officials on the case will detail not just their feelings about the horrific scene, but also outline precisely how they managed to finagle Watts' crushingly detailed final confession about how and why he murdered his whole family.

CHILLING DETAILS

Watts was later sentenced to life in prison for the August, 2018 murders of his family.

In prison letters sent to Cheryln Cadle, an author behind the explosive new book Letters From Christopher, the family killer lays out how he smothered his two daughters and wife Shanann at their home in Frederick, Colorado.

Video of Chris Watts after he murdered his wife and two children. Video / ABC

"After Shanann had passed, Bella and Cece woke back up. I'm not sure how they woke back up, but they did. Bella's eyes were bruised and both girls looked like they had been through trauma. That made the act that much worse knowing I went to their rooms first and knowing I still took their lives at the location of the batteries."

According to the letters, Watts had been plotting the murders for some time and it was not a spontaneous outburst as he previously claimed.

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He was having an affair with his co-worker Nichol Kessinger, and explained how if he didn't kill Shanann, she would keep him from being with his mistress.

"I knew if I took my hands off of her, she would still keep me from Nikki. They asked me why she couldn't fight back, it's because she couldn't fight back," he wrote in the letters.

Chris Watts talks to a TV station about the 'disappearance' of his wife and kids. Photo / via YouTube
Chris Watts talks to a TV station about the 'disappearance' of his wife and kids. Photo / via YouTube

Bella and Celeste came into the room asking what was wrong with their mother, to which Watts told them she wasn't feeling well.

"The girls were just kind of running around the house, and watching me with scared looks on their faces. Bella started to cry and when she did, Celeste started whimpering. What a nightmare this was," Watts told Cadle.

He would later murder both his girls, squeezing their bodies through separate, eight-inch oil tankers.

"Out of all three, Bella is the only one that put up a fight. I will hear her soft little voice for the rest of my life, saying, 'Daddy, NO!!! She knew what I was doing to her. She may not have understood death, but she knew I was killing her," he told the author.

In November this year, the convicted family killer was ordered to agreed to pay US$6 million ($9.15 million) to the parents of his wife Shanann.

Shanann's parents filed the lawsuit on the same day Watts pleaded guilty to collect any money he might have and prevent him from profiting from the murders, should he ever decide to write a book or sell the rights to his story, the Denver Post reported.

US$1 million ($1.52 million) from the US$6 million is for each of the deaths and US$3 million ($4.5 million) is for emotional pain.

The amount owed, which marks the end of the civil case, will grow at an 8 per cent annual interest rate.