A British man repeatedly denied killing his wife and baby in a taped interview with police played Friday for jurors at his double murder trial.

Neil Entwistle said, "No, no, no" when state police Sgt. Robert Manning asked him if he had anything to do with the deaths of his wife, Rachel, and their 9-month-old daughter, Lillian Rose.

Click here for photos.

Entwistle sighed heavily and stammered when pressed by Manning about whether he could have done anything "out of character" on the day his wife and daughter were killed.

"God, no. No," he said.

"Of course, no, I couldn't do that. Why would I do that?"

Prosecutors say Entwistle, 29, fatally shot his wife and daughter in their Hopkinton home on Jan. 2006, after becoming despondent over mounting debt and dissatisfied with his sex life. Entwistle denies killing his wife and daughter, and claims he returned home from a two-hour shopping trip to find them dead in a bed in the master bedroom.

On the recording, Entwistle sounded flustered as he tried to explain why he did not call police or seek medical help for his wife and daughter before flying back to England the day after the killings.

"Looking back on it, I don't know why I did things in the way that I did," he said.

At another point, after being asked again by Manning why he left, he apologized for not calling police. "I just feel that it wasn't the right thing to do, was it?" he said.

Manning said he recorded the nearly 2-hour telephone conversation when he called Entwistle at his parents' home in Worksop, England, on Jan. 23, 2006, the day after police found the bodies.

Entwistle told Manning he left his wife and daughter cuddled together in bed at 9 a.m. to go shopping for computer supplies. He said he returned two hours later and found his wife and daughter cuddled in bed together, as he had left them.

Entwistle's voice cracked and he sniffled as he was fighting back tears when he described finding the bodies.

"When I walked in, I couldn't see Lilly. I could only see Rachel, and she just looked asleep," he said.

"The first thing I noticed was just her color, she was kind of pale, and then as I got closer, I could see the blood. ... I pulled the covers back and that's when I saw Lilly. Lilly was such a mess."

Entwistle told Manning that was so distraught after finding his wife and daughter that he went to the kitchen to find a knife to kill himself, but he couldn't go through with it because he knew "how much it was going to hurt." He said he then drove to the home of Rachel's mother and stepfather in Carver to find a gun to kill himself, but was unable to get into the house. He eventually ended up at Logan International Airport in Boston, where he said he wandered around the terminals, left, then returned again. He said he decided to fly home to England to be with his parents.

"I got to the point where I just needed to be with someone," said Entwistle, who described his condition as "trancelike."

The tape was played on the 11th day of testimony in the trial. Prosecutors are expected to rest their case on Monday.

During the conversation, Manning alternated between expressing concern about Entwistle and treating him like a suspect.

At one point, he asked Entwistle if he was depressed or under a doctor's care. Entwistle said his parents were taking care of him.

"I haven't even cried yet," he said.

"You haven't even cried?" asked Manning.

"No, not properly," he said.

"I think it's because I'm here. It almost doesn't seem real. It's a just a void."

Prosecutors have depicted Entwistle as a man who was obsessed with sex and searching the Internet for ways to meet women. On Thursday, a computer specialist showed the jury a profile Entwistle posted on a Web site called "AdultFriendFinder.com" in which he said he wanted to meet "American women of all ages" for sex.

Manning asked Entwistle if he and his wife had any marital problems or had argued near the time of the killings.

"No, nothing," he said. "It was just a normal day."

Click here for more from MyFOXBoston.com.