Husband of pregnant woman who went missing with their two daughters is arrested after 'confessing to killing them and dumping their bodies' hours after making a televised plea for their safe return

The husband of a pregnant woman who went missing with her two daughters has been arrested after allegedly confessing to killing them hours after he made an emotional appearance on national television pleading for them to come home.

Chris Watts, 33, is said to have made the confession on Wednesday night hours after he told police and the whole country that he had 'no idea' where his wife Shananand daughters, Bella and Celeste, were.

Shanann, 34, is 15 weeks pregnant with their third child. Chris had told police he last saw her at 5.15am on Monday before he left for work in Frederick, Colorado.

The pregnant mother had returned from a business trip at 1am.

She promotes a weight loss supplement for a living and travels the country to attend sales conferences.

The pair stayed up having what he described as an 'emotional conversation' until 5.15am, when he claimed he left for work.

He then said he became worried when she did not reply to his text messages later in the morning. Watts said he became panicked when a friend arrived at the home at noon and there was no answer.

Late on Wednesday, he was taken into custody by police in Frederick but he has not yet been charged.

Police were seen searching the family's home at the same time. They towed away Watts' truck and were seen putting other evidence into bags.

Hours earlier, Watts appeared on NBC's Today show where he said he had 'no idea' where they went.