Chris Watts, from Oklahoma, is accused of throttling his daughters Bella, four, and three-year-old Celeste before hiding their bodies along with their mum Shanann in oil tanks.
The two girls and their mum disappeared from the family home in Frederick, Colorado, on Monday and Chris went on local television pleading for them to come home.
But just two days later, cops said he had admitted to killing them – and their bodies were recovered from the oil field where he worked.
The sinister photo posted online by Shanann told how her daughters had wrapped a three-foot plastic doll in the mat from the party game Twister.
Alongside two laughing-tears emojis, she wrote: "I don’t know what to think about this…"
The Watts family murder – what is known so far:
- The bodies of Shanann and her kids have been found dumped in an oil compound
- They were reportedly found hidden inside gas tanks to mask their smell
- Investigators say they were killed at the family home before their bodies were moved
- Prosecutors have been told they now have until Monday to file charges against Watts
- Shanann had just landed a glamorous new job which kept her away from home
- The couple once filed for bankruptcy and were facing a hefty fine in court next week
- Family friends say there were no signs the well-liked couple were in any kind of crisis
- Chris Watts made an emotional appeal for his missing wife and kids to come home
- After the appeal, cops reportedly announced he had confessed to killing his family
Aware that her two girls had staged the scene, she added: "At least they covered the body together. At least we know they have each other’s back."
There has been no official cause of death announced in the case, after the bodies of Shanann, 34, and the couple's two daughters were recovered on Thursday from the oil field where he worked.
Watts, 33, is being held without bail and faces three counts of first-degree murder and three counts of evidence tampering.
Charges are expected to be filed on Monday, with prosecutors believed to be considering the death penalty.
Capital punishment is a rarity in Colorado and the state has executed only one offender since it was reinstated in 1977.
Bella and Celeste are said to have been discovered inside fuel tanks which “were mostly full" at the Anadarko oil and gas exploration site where their dad Chris worked.
They were inside the “mostly full tanks in order to conceal the smell", Denver 7 news reported this afternoon citing "high ranking" sources.
The bodies of the girls were found in close proximity to another body whom officers believe to be their 15-weeks pregnant mum Shanann.
Investigators are working on the theory the three victims were killed in the family home before their bodies were moved later.
It has also emerged in recent days that Shanann suffered from lupus, an illness which makes pregnancies much higher-risk.
Wearing shackles and an orange jumpsuit, Watts appeared in Weld County court for the first time on Thursday night.
During the hearing, Judge Marcelo Kopcow said the court found probable cause for Watts’ arrest early on Thursday morning.
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