After two seriously injured children were found in Hasselby near Stockholm on Sunday evening, the father has now confessed to attacking them.
The man admitted to having injured his children with a knife, his lawyer said on Wednesday at an appointment with the magistrate, reported by the Swedish television station SVT.
He also said he had dropped the two to the ground from a great height.
One of the two died on Monday, the other suffered life-threatening injuries.
The children, both younger than 10, had been found by passers-by in front of a block of flats. Various media had reported that they had fallen from a balcony.
The father and a woman were arrested on suspicion of murder and attempted murder. The woman had been released on Monday evening.
The court in the town of Solna ordered the man to be remanded in custody until 15 December.