"Those poor babies," Nichol Kessinger told detectives after Chris Watts smothered his daughters to death

The woman Chris Watts was seeing behind his wife’s back cringed while speaking to investigators about the time she spent with the confessed killer and sobbed thinking about the smothering deaths of his two daughters, Celeste and Bella, video and audio released last week reveals.

“Why? Why? Why? How?,” Nichol Kessinger wonders aloud, as detectives ask about her months-long relationship with Watts. During the police interview, Kessinger’s father was present.

“I don’t even understand how you can bring yourself to do that to someone,” the 30-year-old Kessinger says through tears.

Watts, 33, pleaded guilty earlier this month to strangling his pregnant wife Shanann, 34, and smothering his girls, Bella, 4, and 3-year-old Celeste.

He was sentenced to three life terms in prison without the possibility of parole for his crimes. As part of his plea agreement, he avoided a possible death sentence.

Mistress of Chris Watts speaks out
Nichol Kessinger
| Credit: RJ Sangosti/The Denver Post/Getty

Watts initially denied any involvement in his parents disappearance but was arrested on Aug. 15, a day before their bodies were found on a remote oil work site.

In audio of the Aug. 16 interview with Kessinger, released Thursday and obtained by PEOPLE, she tells police she believes the Watts’ finances were the biggest factor in his crimes, but said her relationship with Watts might have “accelerated the process.”

(Click here for an upload of the audio from The Denver Post.)

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Later in the audio, Kessinger expresses her revulsion over Watts’ crimes, saying she’s “so ashamed of him.”

She continues: “Ugh, he is so disgusting.”

Chris Watts and his girlfriend Nichol Kessinger
| Credit: Weld County District Attorney's Office

Kessinger expresses horror that the man with whom she began a physical relationship in July was capable of such violence.

“Those poor babies,” she says, crying.

“Did you ever say anything about the kids being a problem? Anything about his wife being a problem?” one detective asks.

“Never! Never!,” she replies. “This shocked me just as much as I think it shocked the rest of the world.”

She also says in the audio a lot of people might blame her, believing she was the catalyst for the slayings, but she adds, “I legitimately think his cheese was sliding off his cracker long before he met me.”

According to nearly 2,000 documents released by Colorado prosecutors earlier this month, Kessinger did a Google Search for “Did people hate Amber Frey?” — referencing the woman who was having an affair with infamous killer Scott Peterson, who murdered his wife, Laci, and their unborn child in 2002.