Shanann Watts' Love Letters to the Husband Who Killed Her Are Revealed in New Netflix Doc

In the weeks before Chris Watts killed his pregnant wife, Shanann, and their two young daughters, he received love letters and texts from the woman he'd ultimately murder.

In a new documentary from Netflix, the letters and texts paint a picture of a woman willing to do anything for her husband, even as the couple's marriage turned rocky.

The documentary, entitled American Murder: The Family Next Door, begins streaming on September 30. An exclusive clip is shown above.

(Tonight's episode of PEOPLE (the TV Show!) features an interview with the documentary's director, Jenny Popplewell.)

″I miss and love you so much,″ Shanann texted to Chris after learning that she was pregnant. ″I am still in shock that we are having a little boy! I am so excited and happy!″

Shannan was 15 weeks pregnant at the time of her death.

To share the news of her pregnancy with Watts on May 29, Shanann donned a T-shirt with the words “Oops … we did it again,” and wore it in the video recording that she filmed as Watts came home that day. As Watts entered the home and approached her, the video shows him halting in mid-stride, breaking into a grin, and then walking up to Shanann and saying, “We did it again.”

Yet according to court documents obtained by PEOPLE, Watts told his mistress, Nichol Kessinger, that he didn’t know Shanann was pregnant until she was reported missing. According to the documents, Watts told Kessinger the baby ″was not his" — though authorities have discounted Watts' claims of his wife's infidelity.

On August 13, 2018, Chris strangled Shanann, 34, in their Colorado home. Then he killed his daughters — Bella, 4, and Celeste, 3 — at his job site on an oil field.

Want to keep up with the latest crime coverage? Click here to get breaking crime news, ongoing trial coverage and details of intriguing unsolved cases in the True Crime Newsletter.

Watts was sentenced to life in prison without the possibility of parole. Two years later, he is housed at Dodge Correctional Institution, a maximum-security prison, in Waupun, Wisconsin. (He was moved out of Colorado for security reasons.)

For 23 hours a day, Watts is on lockdown. He can leave his cell for a shower or exercise, but little else. When he is in his cell, he has little to do: He is allowed to have a Bible and family photos. He has photos of his family next to his bed.

RELATED: Chris Watts Killed Daughters at Oil Field After Driving There With Their Mom’s Dead Body: Lawyer

RELATED: ‘Daddy, No!’: Chris Watts Hears Daughter’s Haunting Last Words ‘Every Day’ in Prison

Last November, a source told PEOPLE that Watts had found religion in prison, and that he reflects on his sins daily. “A day doesn’t go by — a minute doesn’t go by — where he doesn’t think about his family,” the source said. ″He's in a hell of his own making.″

Watts proclaimed himself a “servant of God,” writing in a letter to his mother in June 2019, ″I’m still a Dad! I’m still a son! No matter what. Now, I can add servant of God to that mix!″

The letters revealed in American Murder show the trust that Shannan had placed in her husband.

″I will always fight for our marriage -- and you!″ she wrote in a handwritten letter. ″I love you baby with all my heart."

The Netflix documentary American Murder: The Family Next Door begins streaming September 30.

The documentary is featured on tonight's episode of PEOPLE (the TV Show!).

PEOPLE (the TV Show)! is a half-hour daily TV show inspired by the brand's unique combination of the most popular celebrity and inspirational human-interest stories, including entertainment news, exclusive interviews, feature stories, beauty and style, true crime and more. The show airs Monday-Friday in all 12 Meredith markets, including Atlanta, Phoenix, St. Louis, Portland, Nashville, Kansas City, Hartford-New Haven, Greenville-Spartanburg, Las Vegas, Mobile-Pensacola, Flint-Saginaw and Springfield-Holyoke.

The show is hosted by Kay Adams and Lawrence K. Jackson with correspondents Jeremy Parsons and Sandra Vergara. You can also stream the show daily at 7 p.m. ET/4 p.m. PT on People.com, PeopleTV app (OTT) and PEOPLE’s Facebook, Twitter and YouTube accounts.