The bodies of Cristina Omes, 38, and the couple’s children, five-year-old Giulia and Gabriele, 20 months, were found at their home in the residential area of Motta Visconti in Milan early on Sunday morning, La Stampa reported.
All three were found with their throats cut and several other stab wounds, the newspaper said.
Carlo Lissi confessed to the triple murder after being arrested later that day, saying he murdered them because he was “in love with someone else” and wanted to free himself from his family.
The news came to light during a police press conference on Monday, La Stampa reported. The newspaper said the love for his colleague was "unrequited".
After putting the children to bed on Saturday night, Lissi reportedly had sex with his wife before stabbing her as she watched TV. He then killed the children as they slept.
At around 11.30pm, he went to the pub to watch Italy’s first World Cup game against England, throwing the knife into a drain on his way, the newspaper said.
Police said he used the game as an alibi, originally claiming to have found the house burgled upon his return.
Lissi, who was charged with triple murder on Sunday, has asked for the “maximum sentence” for his crimes, La Stampa said.