DENVER (AP) - Police investigating a Colorado man for the deaths of his pregnant wife and two young daughters learned that he was having an affair with a co-worker.
 
According to an arrest affidavit unsealed Monday, investigators confirmed the affair after Christopher Watts denied it in police interviews.
 
The 33-year-old later told police that his wife strangled their kids after he had asked for a separation and he killed her when he saw the bodies.
 
Watts is charged with three counts of first-degree murder.
 
A friend asked police on Aug. 13 to check on 34-year-old Shanann Watts when she did not show up for a doctor's appointment.
 
The document says Watts initially said the conversation about a separation was civil. In a second interview, Watts said he and his wife were upset and crying.