As convicted killer Chris Watts sits behind bars for the murder of his pregnant wife and two young daughters, his girlfriend may have helped investigators solve the crime. Nichol Kessinger was Watts mistress at the time he murdered his family, and she helped give investigators the information they needed to connect the crime to him, according to an Investigation Discovery documentary on the murders.

"Nichol Kessinger turned out to have information that I can best describe as being a bombshell," Weld County District Attorney Michael Rourke said in an interview during the “Family Man, Family Murderer: An ID Murder Mystery” documentary.

Watts, who pleaded guilty to the murders of his family in November is serving three consecutive life sentences for their death. He is residing in a Wisconsin prison after his life was put in danger in Colorado, where the crimes were committed.

Watts murdered his wife, Shanann, after having sex with her, and as she prayed. He buried her body in a shallow grave at his workplace. He then smothered his two daughters, Bella and Celeste, to death and disposed of their bodies in oil tanks.

During the investigation of their murders, Watts claimed that they went missing, but his girlfriend knew something wasn’t right. Kessinger had dated Watts for a few months and wanted the police to know about their relationship, according to the documentary.

"We started hanging out pretty frequently in the last week of June," Kessinger told the police. "He informed me that he did have two kids, that he was currently in the process of a separation from his wife. As far as I knew, that was becoming pretty finalized.

"I wonder if there’s more to this story than I know because I think he’s a really good guy, and you know, I’m worried about his wife and kids. And it’s just freaking me out because those little girls are just so little, and she’s pregnant, you know? And it’s like where's their mom?” she added.

While Watts eventually admitted to killing his wife, he told investigators it was only after he found his daughters strangled. Later in November he pleaded guilty to murdering all three family members and admitted to the crimes in an interview with investigators.

"It appeared to us as if he had every intention of starting a brand new life, clean of Shanann and Bella and Celeste and Niko with the love of his life — is how he described Nichol Kessinger," Rourke said. Niko was the name of the unborn child that Shanann was pregnant with at the time of her death.

Chris Watts Interview
Chris Watts told investigators in a prison interview what led up to the murder of his wife Shan'ann. Christopher Watts is in court for his arraignment hearing at the Weld County Courthouse on August 21, 2018 in Greeley, Colorado. Watts faces nine charges, including several counts of first-degree murder of his wife and his two young daughters. Getty Images/RJ Sangosti