"I texted her a few times, called her, but I didn't get a response," Chris Watts said. "That was a little off."
Around noon on Monday, using a doorbell camera, Chris Watts' said he saw a friend of his wife come to the home, but when no one answered, he became worried.
Chris Watts returned home, but Shanann Watts, Bella and Celeste were not there even though her car was still in the driveway.
Fredrick Police Department Detective Dave Baumhover said Shanann Watts was reported missing at 1:40 p.m. MT (3:40 p.m. ET) on Monday.
The Colorado Bureau of Investigations have since issued a "missing endangered alert" for Shanann Watts, Celeste and Bella due to the length of time that has passed since the three family members were seen.
An Amber Alert was not issued due to Shanann Watts' car being found at the home.
Baumhover said nothing appeared out of place at the house and officials are unaware of any mental health issues associated with Shanann Watts. Baumhover said police are speaking with friends and family to construct a timeline of when she was last seen.
"Knowing they could be in trouble, it's earth-shattering," Chris Watts said.
Shanann Watts' phone, purse and wallet were all found inside the home, according to Amanda Thayer, a friend of the pregnant mother.
"I said, 'Shanann, if you're checking your Facebook or Messenger, please let me know you're OK,'" Thayer said of a message she sent Shanann Watts. "I can't lose my best friend."