Frederick police said Shanann was dropped off at her home around 2 a.m. Monday after returning from a work trip in Arizona.
During an interview with KMGH-TV, Christopher said he last saw his wife around 5:15 a.m. Monday when he left home. He then said Shanann's friend stopped by around noon asking where she and the girls were.
Police said the woman went to Shanann's home around 1:40 p.m. after she missed a doctor's appointment and then reported the woman and her two daughters, 4-year-old Bella and 3-year-old Celeste, missing.
The bodies believed to be the missing trio were found on the property of one of Colorado's largest oil and gas drillers, a previous employer of Christopher, on Thursday.
Officials said the bodies of the young girls were found inside oil and gas tanks that "were mostly full." Investigators believe Christopher placed the girls in there to conceal the smell from passersby.
Christopher Watts was arrested Wednesday and charged with three counts of first-degree murder and three counts of tampering with evidence.
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."