Terry Caffey’s daughter Erin made international headlines when she murdered her mother and two young brothers back in 2008.
Severely injured from five gunshots, Mr Caffey was having his first interview with police after the incident when they had to inform him of the dark truth.
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"I guess the first thing I want to know is how my daughter is ... they won't tell me a whole lot and they won't let me watch the news," Terry can be heard telling police officers.
“She’s doing fine,” replied Deputy Fischer.
He then asks: "I don't want to know a whole lot of detail but...oh god...what kind of involvement did she..."
Deputy Fischer replies: "Her involvement was great."
At hearing this, Terry can be heard sobbing, as he realises his family’s tragedy was caused by his own daughter.
The scene was screened in the first episode of Piers Morgan’s documentary Killer Women which aired on Wednesday in England.
One of the incidents covered in the series is the Texas Family Murders – when 16-year-old Erin Caffey masterminded the execution of her entire family when they demanded she break up with her boyfriend, Charlie Wilkinson.
A teenage choirgirl at the time, Erin has now been interviewed by Piers from prison for the series, and can even be seen giving him a rendition of Amazing Grace in a chilling scene in the trailer.
Also in the episode, Piers takes father Terry back to the scene of the crime, now just a clearing in the woods, and asks him to recreate what happened there.
In part of his re-enactment, Terry describes how he tried to save his family, who had been shot, attacked with a samurai sword and their house set on fire.
"I manage to get to my feet...I'm trying to get out the bedroom door to get upstairs to my children, but by this time the house is totally engulfed, and I'm hit by a wall of flames and forced back into the bedroom ... and there's Penny [his wife] laying there and when I saw her I immediately knew she was gone, because not only did they come in and shoot but he also came with this samurai-type sword and she would nearly be decapitated.”
“My mind is thinking, if I die here I might not be able to tell who did this, I’ve got to stay alive long enough to identify who did this.”
Erin Caffey is now 24 and is serving two life sentences in prison. She will be eligible for parole in 30 years.
Watch: The trailer for Killer Women with Piers Morgan
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