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Nichol Kessinger had been dating Chris Watts for two months before he killed his pregnant wife Shanann and daughters - Bella, 4, and Celeste, 3
She said Watts texted her on August 13 to say his family had gone missing after a play date in Frederick, Colorado
Kessinger said Watts seemed calm and emotionless about their disappearance
She said Watts told her when they first met that he was finalizing his divorce
Kessinger only found out from news reports that he was still married to his wife
She contacted authorities two days after they went missing to tell them about their affair and the lies that he told her

Published: 08:13 EST, 16 November 2018 | Updated: 12:04 EST, 16 November 2018

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The mistress of Colorado man Chris Watts has broken her silence to reveal he sent her a chilling text message after he murdered his wife and two daughters saying his family were 'gone'.

Nichol Kessinger told the Denver Post that Watts had sent her a message on August 13 claiming that his wife Shanann and daughters - Bella, 4, and Celeste, 3, had gone missing after a play date.

She said Watts, 33, seemed calm and emotionless despite their disappearance.

Kessinger, who had been dating Watts for two months after meeting at work, said they had been chatting normally throughout the day before he sent a message in the late afternoon saying his family were 'gone'.

She said the father-of-two had told her when they first met that he was in the final stages of his divorce.

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Nichol Kessinger told the Denver Post that Chris Watts had sent her a message claiming that his wife Shanann and daughters - Bella, 4, and Celeste, 3, had gone missing after a play date

Watts, who pleaded guilty earlier this month to avoid the death penalty, will be sentenced on Monday for the murder of his wife and two young daughters

Kessinger only found out from news reports later that day that he was still married to his 34-year-old wife and that she was 15 weeks pregnant at the time of her murder.

She also learned via the media that his wife's wallet was still inside the house and that people had been trying to contact Shanann all day.

I thought, 'If he was able to lie to me and hide something that big, what else was he lying about?

Nichol Kessinger

Kessinger said she was immediately scared for his family and shocked about his lies.

'I thought, 'If he was able to lie to me and hide something that big, what else was he lying about?' ' she said.

Kessinger said she asked Watts a number of questions about the media reports that night, but he repeatedly tried to steer the conversation away from his missing family.

The following day, Kessinger said she texted Watts asking what he knew about their disappearance but he told her that he would never harm his family.

Kessinger contacted authorities the next day - August 15 - and told investigators about her relationship with Watts and the lies that he had told her.

'I just wanted to help. With a pregnant woman and two children missing, I was going to do anything that I could,' she said.

Chris Watts pleaded guilty earlier this month to killing his wife Shanann and their two daughters Bella, 4, and Celeste, 3. He will be sentenced to life in prison on Monday

Meanwhile, Watts had already made shifty television appearances pleading for his family to return home when they were still reported as missing.

He was arrested later that day and charged with their deaths.

Kessinger said that after his arrest she never doubted that he killed them.

'I just felt so, so sad,' she said. 'He's a liar. He lied about everything.'

Kessinger said she first met Watts at work back in June. She was working in the environmental department with an Anadarko Petroleum contractor, while Watts worked for the oil company.

She said she knew Watts had two daughters but he told her he was separated and never wore his wedding ring around her.

Watts, who pleaded guilty earlier this month to avoid the death penalty, will be sentenced on Monday.

The former oil and gas worker murdered Shanann and their daughters inside their home in Frederick, north of Denver, on August 13.

Police said Watts then drove their bodies to an oil site owned by his former employer.

The bodies of his daughters were found submerged in an oil tank, while Shanann's body was found in a shallow grave.

Once he was in custody, he told authorities that Shanann had strangled the girls in retaliation after he told her he was going to leave her for another woman.

He claimed he strangled his wife in a vengeful 'rage' then hid all of the bodies afterwards.

The former oil and gas worker murdered Shanann and their daughters inside their home in Frederick, north of Denver, on August 13

Weld County District Attorney Michael Rourke said earlier this month that investigators never believed that Watts was being entirely truthful.

'The spotlight that he tried to shine on Shanann - falsely, incorrectly and frankly a flat-out lie - has been corrected,' Rourke said.

'The spotlight shines directly where it belongs: On him.'

Watts' plea agreement, which still has to accepted by a judge, will ensure that he remains in prison for life for the three murders.

The agreement also required Watts to plead guilty to unlawful termination of Shanann's pregnancy, which is a felony in Colorado. Family members have said she planned to name the boy Nico.

Rourke said he and another prosecutor visited Shanann' family in North Carolina last month to discuss the odds of a death penalty sentence being carried out.

He said Shanann's family members 'were very strongly in favor of a resolution in this case short of the death penalty'.

Rourke recalled her mother, Sandra, saying Watts 'made the choice' to take the lives of his family members.

'I do not want to be in the position of making the choice to take his,' Rourke said, quoting Sandra. 'That's about as firmly as she could have said it to me.'