Daniel Callihan makes shock admission after being arrested for brutal murder of Louisiana mom and her three-year-old daughter - as chilling footage of naked 'killer' carrying a crossbow is revealed

A deranged menace has admitted on camera to murdering a three-year-old girl after leading police to her body dumped in the woods.

Daniel Callihan, 36, bluntly confessed to the crime as he was hauled away to jail in Jackson, Mississippi, on Friday and blamed his depression medication.

The body of Erin Brunett, 3, was found dead behind a house in a wooded area and her sister Jalie, 6, inside a car close by.

Erin and Jalie were located after a two-day search and their mother Callie Brunett, 35, who was Callihan's ex-girlfriend, was found murdered and sexually assaulted in her home 130 miles away in Louisiana.

'I'm on Lexapro. Sober. No drugs in my system. I did it,' Callihan said as police escorted him from court to a prison van.

Erin, 3, (right) was found dead and her sister Jalie, 6, (left) alive in a car nearby on Friday after the confessed killer led police to the wooded area where he left them

Daniel Callihan, 36, bluntly confessed to the crime as he was hauled away to jail in Jackson, Mississippi, on Friday and blamed his depression medication

'I have no reason for what I did. All I know is, I want to say I was sober and only on Lexapro... I think it was the side effects of the Lexapro.'

He said he told police everything he did and wasn't going to fight the charges, promising a speedy trial.

Callihan said he was diagnosed with borderline and multiple personality disorders, but that didn't mean he deserved any leniency.

'I would kill me... For what I did? Lethal injection is the easiest thing for me,' he said.

'I am not pretending to be crazy. I am certified. I have only been out of the nut house for two weeks.'

Though he admitted to murdering Erin, he didn't respond to a question about whether he also killed her mother.

Neighbors said Callihan was a menace who terrified their children and set fire to a shed he was supposed to be watching for a friend.

Darci Heck, who lived across from the mobile home in Amite, Louisiana, the confessed killer was staying in, said it was kept in a poor state.

'The landlord came out and cleaned it. It had an old bicycle parked out front. He would always park and ride that bicycle back and forth. He also lived under the bridge,' she told WDSU.

Sheriff Daniel Edwards said that Callihan was not a 'complete stranger' to the family and had dated Brunett, seen here

'I'm on Lexapro. Sober. No drugs in my system. I did it,' Callihan said as police escorted him from court to a prison van

Her 12-year-old daughter Laci Beetz was glad Callihan was in jail, as she was scared it could have been her killed instead.

'It hurt so much to think he lived right there. It could have been us. It could have been anyone,' she said. 

Surveillance footage showed Callihan breaking into a neighbor's property while naked and wielding a crossbow he stole from another home.

Heck said the shed fire was the culmination of a months-long campaign of terror across the neighborhood. 

'He (the friend) needed him to open the window and feed his cat. Daniel opened the window started a fire, stole a few weapons and left,' she said.

Police would not confirm if Callihan was a suspect in the arson.

Callihan's girlfriend Victoria Cox, 32, was also arrested on Friday at a motel in south Jackson, and is a suspected accomplice in the grisly crimes.

Jackson Police Chief Joseph Wade said investigators got a tip that Callihan may not have acted alone, before they tracked Cox down. 

'We're still trying to determine her exact role. She will be held accountable for her actions and her role in this horrific event that happened that spanned from Tangipahoa to South Jackson,' he said.

'She could possibly be facing capital murder charges along with him, or accessory before and after the fact. We have to bring justice for the loss of this child.'

Callihan (at the bottom) holds a crossbow as he skulks naked through a neighbor's property

Callihan creepily walks around a neighbor's yard with something in his hand

Callihan was apprehended by officers with the Tangipahoa Parish Sheriff's Office in Jackson on Thursday.

Images taken by officers show the bedraggled Callihan being held up by two law enforcement officers as he was apprehended.

Brunett was found dead on the bedroom floor of her mobile home in Loranger, Louisiana, on Thursday morning, with her two daughters gone. 

Jalie and Erin were already reported missing by their father on Wednesday and were only found after Callihan led police to them.

Jackson Police Chief Joseph Wade said the home in the woods where they were found appeared to be linked to human trafficking. 

'We see cages, small animal cages. This is very, very disturbing to me as a police chief and as a father to witness and see what I saw,' he said.

'He tried to do away with the children by taking them into this wooded area. This was a horrible, horribly tragic situation that was committed by the actions of a coward.

'We're going to work this crime scene with a scalpel. It's going to take a long time to process it.'

Tangipahoa Parish Sheriff's Office Chief Jimmy Travis called the scene at Brunett's mobile home an 'obvious homicide' with 'blood everywhere'. 

Brunett had been missing for over 24 hours before detectives found her body.

Images taken by officers show the bedraggled Callihan being held up by two law enforcement officers as he was apprehended

Tangipahoa Parish Sheriff's Office Chief Jimmy Travis called the scene at Brunett's mobile home, who is seen here with her daughters, an 'obvious homicide' with 'blood everywhere'

The chief said afterwards that the children could be half way across the country but that police would be using all resources to get them home.

Travis said Jalie would be interviewed as soon as possible as the key witness in the investigation, and human trafficking experts had been called in.

'She's been through something that most of us, hopefully, never ever get to experience. And she is going to have to spend the rest of her life living with this,' he said.

Sheriff Daniel Edwards said Callihan was not a 'complete stranger' to the family and had dated Brunett. 

Callihan is accused of committing 'brutal and heinous acts of violence' including the murders of Brunett and her youngest daughter.

'Our hearts are with all those affected by this tragic event,' Edwards said.

'These are unspeakable crimes. We ask everyone to keep Callie's family in your prayers.'