John Dalton Jr., 46, is being held without bond after appearing before a judge Tuesday morning.
Dalton Jr. is accused of killing his niece and parents before fleeing to Tennessee last month. He faces first-degree murder charges.
Prosecutors say Dalton Jr. went to his parents house and started shooting when he got inside. His mother Jean Dalton was hit 4 times, his father John Dalton Sr. was struck 5 times, and his niece Leonna Dalton-Phillip was shot twice.
"I'm not going to go into the detail at the facts at this point in time. Obviously the three victims were shot but that's all the detail I'm going to go into," said Douglas Co. Attorney Don Kleine.
Kleine says the death penalty is a possibility in this case depending on aggravating circumstances, like whether or not anyone was killed to conceal another crime.
A preliminary hearing is scheduled for Jan. 31.