The response he got came as a shock.
"A detective told me my wife is within her rights to take the kids wherever she wants and if she doesn't want me to speak to them again that is hard luck.
"And I said: 'Well, in that case I will just go around there and get them back - I'll take them home.'
"Then he started getting angry and said: 'You can't do it - she can'."
"This was the beginning of the nightmare.
"This was when I learned Japan is a black hole for child abduction."
The police also warned Alex that if he tried to take his children back he would be arrested.
Eighteen months have passed since then and the ongoing separation from his children has been almost unbearable for Alex.
Despite the fact they live just down the road, his wife has allowed him to spend time with the children only on one occasion - a short half-hour meeting in a shoe shop.
"[It is] hell. I lost my kids - I love my kids," he says.
He became depressed and couldn't stop crying at night.
Alex says his relationship with his daughters was close and he was a "hands on" dad who was involved in their lives, which makes the separation all the more painful.
"On weekends we all went somewhere - jumped in the car - drove to the mountains, drove to the zoo, had a picnic, went down the river, went for a cycle together.
"It was me and the kids every weekend, without fail."
Alex has tried everything within his power to get access to his children - he has tried reasoning with his wife, offering money in exchange for visits, he has contacted the British Embassy, spent large sums of money on lawyers, joined a left-behind parents group and has attended family court mediation sessions - but to no avail.
"I haven't seen my kids for 18 months.
"She has my kids and no one in Japan will intervene on my behalf."
Alex is also concerned about the long-term affect this separation will have on his children's social and psychological development.
"This is why it is such criminal negligence by the Japanese people not to have proper social services, proper counselling and proper intervention on behalf of children," he says.
Despite the frustrations and lack of results, Alex, 43, refuses to give up the fight and return home to Britain.
"I want my two girls who are here in Japan.
"I'm waiting for them to come back," he says.
The disturbing thing about Alex's case is that it is not unusual.
There are at present 38 British citizens who have lost access to their children because of parental child abduction by a Japanese spouse.
Figures for the United States are even higher and 131 American left-behind parents are fighting to see their kids.
Japan is the only G7 member nation not to sign the 1980 Hague Convention on the Civil Aspects of International Child Abduction.
Although it has made a commitment eventually to ratify the treaty it will be too late for many.
In any case, the Hague Convention covers only cross-border cases of child abduction and will do nothing to help children abducted within Japan or their left-behind parents who want to be part of their lives.
The issue of parental child abduction is not just a problem for foreign spouses of Japanese.
Untold numbers of children of Japanese marriages never get to know both parents.
Tokyo mother Masako Suzuki Akeo, who runs volunteer organisation Left-Behind Parents Japan, has met her son, Kazuya, only twice in the past eight years in the play area of the Tokyo Family Court.
Masako's ex-husband Jotaro Suzuki, who is also Japanese, abducted their child to Japan in 2006 while they were living in Vancouver, Canada.
During their marriage breakdown Masako became seriously ill and had to return to Japan for medical treatment. While she was away her ex-husband was granted custody of their child.
Although this decision was later reversed and joint custody was granted by the Canadian court, it was too late.
Her son and ex-husband had already returned to Japan.
Masako then returned to Japan, but despite the Canadian custody order, the Japanese family court refused to give her joint custody.
It has been five years since she has seen Kazuya. She doesn't even know if he is still in Japan, yet she won't give up. "Still my son is mine."
Masako's case is the exception rather than the rule and normally Japanese courts rule in favour of the Japanese mother in the case of custody disputes.
According to Masanori Watanabe, a former lawyer and district court judge, Japan was traditionally a patriarchal society and child rearing was done solely by women.
Within this context the mother was given custody of the children after divorce in order to give men independence from their former wives.
"Almost all judges think that husbands should forget the past, which includes the day-to-day lives of their children, and proceed to a new life with a free hand."
Watanabe says that traditionally in Japan the home was seen as a private place and that courts still lack the "will to intervene in affairs of the home".
