Chris Watts, 33, is facing three counts of first-degree murder and six other counts, BBC reported.
Court papers show he claims it was Shanann Watts, 34, who strangled Celeste, three, and Bella, four, after he told her he wanted to separate.
He told police that "in a rage" he then murdered his wife at their home in the small town of Frederick. Watts is due in court on Tuesday to be arraigned.
His nine felony charges include two counts of murdering a child, one count of unlawful termination of a pregnancy and three counts of tampering with a deceased human body.
His wife's body was found by authorities on Thursday, buried in a shallow grave near an oil tank on the premises of a petroleum company that her husband had worked for.
The bodies of Bella and Celeste were later discovered inside oil tanks near their mother's grave. Mrs Watts was 15 weeks' pregnant.
According to the affidavit, investigators discovered that Watts was having an affair with a work colleague, which he had denied to police.
The court papers say that a friend dropped off Watts at her home from a business trip to Arizona last Monday. Watts said to police that he then told his wife that he wanted to split up.
(This story has not been edited by Social News XYZ staff and is auto-generated from a syndicated feed.)
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