Shanann Watts was looking forward to a party Saturday to disclose the gender of her third child, CNN affiliate KDVR said, quoting a friend.
But the Colorado woman and her two daughters, Bella, 4, and Celeste, 3, were found dead Wednesday. Her husband, Chris Watts, was taken into custody.
Now, the community is in shock and mourning the losses.
Shanann Watts' friend, Ashley Bell, told KDVR the "gender reveal" party was going to be held at the Watts' home in the town of Frederick, north of Denver.
"They were always so happy. They were always so -- I'm completely lost for words," Bell said.
Shanann Watts was 15 weeks pregnant. She posted a video of herself on social media announcing the pregnancy to her husband.
According to a Facebook post from her brother, Frankie Rzucek, she was pregnant with a boy. The baby was going to be named Nico, the post says.
A candelight vigil was scheduled for Friday night in the neighborhood where the family lived. A makeshift memorial with flowers and stuffed animals was growing outside the Watts' house.
"Very surprised. Very shocked," said Tim Sunderland of the homeowner association, who described the area as peaceful and quiet. "It's a very good community."
Chris Watts faces three counts of first-degree murder and three counts of tampering with a human body, police said. He is being held without bond, with his next court appearance scheduled for Tuesday.