WARNING: Distressing content

After murdering his pregnant wife and then suffocating his two young daughters, Chris Watts considered taking his own life too.

The 33-year-old last month sat down with investigators in a prison interview to reveal for the first time specific details about the horrific crimes.

Watts is serving three life sentences for killing his wife Shanann, 34, and their daughters Bella, four, and Celeste, three, in August last year in the US state of Colorado.

While he pleaded guilty, he did not go into detail with police about what happened - until just over two weeks ago.

Audio of the chilling five-hour confession was released early Friday.

After strangling Shanann in their home, he dragged her body into the back seat of his car, ordered his daughters in, and drove to an oil field.

There, one by one, he suffocated his children. Each girl's body was dumped in separate oil tanks while he buried Shanann nearby.

"Honestly, I just felt like I didn't deserve to live," Watts told investigators in last month's interview.

They had asked whether he thought about taking his own life, having just done the unthinkable by killing his entire family.

"Whatever judgment was going to come upon myself … I just didn't deserve to be on this earth anymore," Watts admitted.

There was a can of fuel in the vehicle and he considered blowing himself up there, but in hindsight admitted he "wasn't thinking" clearly.

"I don't have a gun or anything like that," Watts said.

Ultimately, he decided not to - bizarrely, considering he had just committed three murders, out of fear that other people could get hurt.

"With the site, maybe it was like, I would've hurt more people than just me," Watts said.

"I knew there was other people out there, at the site … maybe out in the area. I didn't want something to catch fire and blow up and then other people around would get hurt."

He returned home and maintained that his wife had left him and taken the children, and then later claimed that she had killed the girls.

Eventually, he confessed to the crimes and pleaded guilty.

Watts said he made the decision to prevent his wife's grief-stricken family from suffering further pain caused by a trial and his denial of the murders.

"I didn't want them to go through this for two to four years," he said. "I didn't want my attorneys to lie for me for two to four years."

While he could not give a clear motive for the murders, Watts said he regretted what he did and missed his family.

"Right now I'd have a five-year-old … a three-year-old … and more than likely, a one-month old son … and a beautiful wife … and right now it's just me," he said.

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