He told Colorado investigators last month that his 4-year-old daughter, Bella, pleaded for her life. He smothered her anyway.
The Colorado man is serving life in prison for murdering his pregnant wife Shanann and their two young daughters, Bella and Celeste.
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But court documents show he is pinning his daughters' deaths on his wife, Shanann Watts.
Shanann Watts' marriage was strained before she and her two young daughters went missing last week, her friend said.
Chris Watts has agreed to show investigators where he buried the bodies, according to reports.