CHRIS Watts, the 33-year-old accused of killing his pregnant wife and their daughters, is reportedly on suicide watch in jail.

People magazine reports that sources close to Mr Watts claim he is “not doing well”.

“The gravity of the situation has hit him like a ton of bricks. Depression is setting in, and he’s despondent,” the source said.

Guards check on him every 15 minutes to ensure he is alive and are constantly checking his cell to ensure he isn’t hiding anything with which he could harm himself.

He is allowed an hour a day where he showers and can call his family and lawyers.

“He sleeps all day and isn’t really talking to anyone, including his family,” the source told People.

Mr Watts was arrested and charged with first-degree murder in the deaths of his 34-year-old wife, Shanann Watts, and their two daughters — Celeste, three, and Bella, four — at their home in Frederick, Colorado.

They were reported missing on August 13 and their bodies were found on the property of Mr Watts’, former employer Anadarko Petroleum not long after he was taken into custody.

Mr Watts faces the death penalty if he is convicted.

He had previously done an interview with a local TV station before his family was discovered pleading for them to return home.

Mr Watts claims that his wife came home from a work trip and that he caught her strangling their daughters after he told her he wanted a divorce.

He says he then killed her out of anger.

Mr Watts has yet to enter a plea.

If you are experiencing mental health issues or suicidal feelings contact Lifeline on 13 11 14 or BeyondBlue 1300 224 636. If it is an emergency please call triple-0.