DENVER, the United States, Aug. 16 (Xinhua) -- A man was arrested Thursday in the western U.S. state of Colorado on charges of murdering his pregnant wife and their two young daughters.

Chris Watts, 33, who had publicly pleaded for the safe return of his family earlier this week after they were reported missing, was taken into custody by the Frederick Police Department in Colorado.

The Weld County police found the body of his 34-year-old wife, Shanann Watts, earlier Thursday and they believed they would soon recover the bodies of the daughters, Celeste, 3, and Bella, 4.

On Tuesday, Watts said in an interview with KUSA, Denver 7 News, that he was "torn up inside about his family going missing and pleaded for their return."

"This is absolutely the worst possible outcome that any of us could imagine," John Camper, director of the Colorado Bureau of Investigation, said at a news conference Thursday about the incident in Frederick, about 30 miles (roughly 50 km) north of Denver.

According to the Colorado Bureau of Investigation, the mother and her two daughters were killed on Monday.