The bodies of their two young daughters, who were also missing, have not yet been found. However, in a news conference Thursday, officials said they believe they know where the bodies are.
Christopher Watts, 33, is charged with three counts of murder in connection to the deaths of his wife, 34-year-old Shanann Watts, who was 15 weeks pregnant, and their two daughters, 3-year-old Celeste and 4-year-old Bella. He was taken into custody Wednesday in Frederick, Colorado, a town 28 miles north of Denver.
Shanann is from Moore County and her family still lives in North Carolina.
Shanann and the two young girls were reported missing on Monday.
Chris Watts spoke previously with Denver TV outlets about missing his family and his hopes for their safe return. He said his wife returned home about 2 a.m. Monday after a flight for a work trip was delayed.
He said the two had an "emotional conversation" before he left for work a few hours later and that he became concerned after she did not return his calls or texts or that of her friends. He said he came home to an empty house after a friend knocked on the door at noon and got no answer.
He told KMGH-TV about how traumatic it was to spend the night in the family's unusually quiet home and missing telling his daughters to eat their dinner and turning on their bedroom monitors.
"Last night I had every light in the house on. I was hoping that I would just get ran over by the kids running in the door, just barrel-rushing me, but it didn't happen," he said.
Shanann's Facebook account painted a portrait of a happy family, with a constant feed of photos and videos of her family, friends and herself. Her comments were typically upbeat, saying how happy she was, whether she was running errands, playing with her kids or promoting a health program.
She posted selfies of her and her husband smiling in restaurants, in front of the ocean on vacation and at their house. On one from May 5, she wrote: "I love this man! He's my ROCK!"
She posted a photo on June 19 of some texts with her husband after sending him a sonogram. He replied that he loved the baby already. She posted: "I love Chris! He's the best dad us girls could ask for."
Shanann moved to Colorado from North Carolina with her husband in 2012, according to property records and her social media accounts.
She had been in a hurry to sell a house in Belmont, west of Charlotte, and left behind the furniture as part of the sale, said the man who bought it, Byron Falls.
Watts has since been booked into the Weld County Jail under three counts of first-degree murder and three counts of tampering with physical evidence.