Shanann Watts, 34, was 15 weeks pregnant when she and her children Celeste, 3, and Bella, 4, went missing on Monday from their Colorado home

The body of Shanann Watts, the pregnant mother-of-two whose husband is accused of killing her, has been found, authorities said Thursday.

“We can disclose that her body has been located,” Frederick Police Department spokesman Sgt. Ian Albert said during a Thursday press conference.

Shanann Watts, 34, who was 15 weeks pregnant, and her children Celeste, 3, and Bella, 4, went missing on Monday from their Colorado home.

Colorado Bureau of Investigation director John Camper said at the press conference, “We have strong reason to believe that we know where the bodies of the children are and recovery efforts are in process on that.”

Credit: Frederick Police

Camper added, “This is absolutely the worst outcome that any of us could imagine.”

On Wednesday night, the Frederick Police Department, working with the FBI and Colorado Bureau of Investigation, arrested Chris Watts, who had given multiple media interviews pleading for their safe return.

Chris has been charged with three counts of murder in the first degree and three counts of tampering with physical evidence, according to a recording on the phone number for the Weld County Jail Thursday afternoon.

Bella and Celeste Watts
| Credit: Frederick Police

CBS Denver reported that Shanann’s family said in a statement, “It is with deep hurt, confusion and anger to confirm our beautiful cousin Shanann Watts, her unborn child, and her two angelic daughters, Bella (4), Celeste (3) were viciously murdered by husband Chris Watts; who confessed to the killings. Please keep Shanann’s parents and brother in your prayers.”

Chris Watts, Shannon Watts
| Credit: Shanann Watts/Facebook

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Multiple outlets, citing police sources, have reported the husband confessed, but police have not confirmed or denied such reports.

chris watts
Chris Watts
| Credit: Weld County Sheriff's Office

Chris had previously expressed concern about his family, telling KUSA that he is “hoping right now that she’s somewhere safe.”

“Like, this house is not the same. Last night was traumatic,” he said. “Last night was — I can’t really stay in this house again with nobody here.”

It was not immediately clear if Chris has an attorney who could comment on his behalf.

By Emily Zauzmer and KC Baker