The British man accused of murdering his wife and baby girl told an investigator that he thought of killing himself after finding the bodies.

Neil Entwistle, 29, was recorded on tape being interviewed three days after his wife, Rachel, and their nine-month-old daughter, Lillian, were shot dead in the four-poster bed at the couple’s home outside Boston.

He told Massachusetts State Trooper Robert Manning that he did not do “the right thing” by fleeing to Britain after the killings.

“Looking back at it, I do not know why I did things the way I did,” he said haltingly. “The first thing I wanted to do was something to myself . . . That was my wife and baby in bed.”

The tape recording is likely to be the only time the jury of eight men and eight women, including four alternates, will hear Mr Entwistle give his account of what happened in his own words. He is not expected to testify when the defence presents its case next week.

The prosecution alleges that he used a gun from his father-in-law’s collection to shoot Rachel and Lillian at close range because he was unhappy with his sex life and facing the prospect of bankruptcy.

The defence has tried to suggest that Rachel might have shot the baby and herself - even though she died instantly from a gunshot to the forehead and no gun was found at the scene.

Mr Entwistle, an unemployed computer programmer from Worksop, Nottinghamshire, faces life without parole if convicted of two counts of first-degree murder. He has pleaded not guilty.

In the tape-recorded conversation played in court, Mr Entwistle said he found the bodies lying in bed when he returned home after running errands.

Questioned by the investigator if he had harmed his wife and child, he said: “God, no. It was just a normal day.”

Mr Entwistle said that he had pulled the duvet up over his dead wife and child, and his thoughts turned immediately to trying to kill himself with a kitchen knife.

“All I remember, everything was ordered after that. I pulled the covers over them. The only thing I could think about was the knives we have got downstairs. We had got a big set of knives downstairs,” he said.

“I pulled the big one, I think it’s called the meat knife, the wide one, out and kind of held it toward me. I just couldn’t do it. I think it was almost the thought of how much it was going to hurt.

“I haven’t even cried yet, not properly,” Mr Entwistle said. “There weren’t even that many tears. I don’t know what I’m thinking about at the moment.

“It’s almost because I’m here it doesn’t seem real. It’s almost a void.”

Mr Manning replied: “It is real. It is real. Something happened over here.”

The trial continues.

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