The questioning took place the same day two of the victims -- Darnell Donerson and Jason Hudson -- were found dead in their Englewood home.
Balfour was the estranged husband of Jennifer Hudson's sister, Julia.
After the verdict, members of the jury said the interrogation tape made a significant impact on their deliberations leading up to the guilty verdict.
Balfour denied any involvement in the killings but investigators confronted him about discrepancies about his movements that day. At the time of the interview Jennifer Hudson's nephew was missing.
Police: "We're more interested in the kid. Where's the kid?
Balfour: Oh, here we go with this. I don't know where he is."
Balfour told investigators he said he hadn't seen 7-year-old Julian King for two weeks, even though he said he said he saw his mother Julia that morning at the house around 8 a.m.
Balfour: "She opened the window. She told me to come in. I came in, seen her and we both left together."
He then told investigators his car broke down and he took the bus the West Side to see his girlfriend.
Police: "CTA says you didn't use it, last time you used it was the 22nd of September."
Balfour told police Jennifer Hudson's brother kept two guns in the house and was involved in illegal activities.
Balfour: "They try to protect they sister name. In all actuality, her brother had a lot of enemies, you know what I'm saying? ... It was a drug house. What, what, what more do you expect, it was a drug house.
Officer: What kind of weights he pushing?
Balfour: You say what?
Officer: What's he, cocaine or rock or what?
Balfour: Yeah, cocaine.
Police: You got bad blood with Jason
Balfour: What you mean bad blood?
Police: You don't get along.
Balfour: No, it ain't no bad blood. He just don't want nobody around period after what happened."
Balfour goes on to explain that the Hudson home was robbed when he was in prison four months prior to the killings. Then he gave his own explanation as to what happened to the Oscar winner's family.
Balfour: "You know he created a lot of enemies over there. It was a hit."
Jurors said the timeline of the events was crucial in their deliberations and that they were able to determine through cell phone records and other evidence Balfour could not have been where he told detectives he was.