Sweat is accused of killing two girls along a rural Oklahoma road in 2008, but wasn't arrested until after being questioned in his fiancée's death three years later.
Sweat pleaded guilty in both cases Thursday.
Kevin Sweat, 28, entered guilty pleas to three counts of first-degree murder in Okfuskee County District Court. Prosecutors dropped plans to seek the death penalty after Sweat agreed to waive his right to a jury trial. His bench trial, before only a judge, was scheduled to begin Monday.
Investigators said Sweat confessed during a videotaped interview with state investigators, telling them he shot the two girls because he thought they were "monsters" coming at him.
The girls — 11-year-old Skyla Whitaker and 13-year-old Taylor Paschal-Placker — were fatally shot as they walked down a road near Weleetka. Sweat was not suspected in their deaths until police questioned him in the 2011 murder of his fiancee, Ashley Taylor.
Sweat's attorneys had argued that Sweat was not mentally competent when he waived his Miranda rights before participating in the interview, but a judge agreed this year to allow prosecutors to use the video as evidence. The video had been played at previous hearings.
Taylor, his fiancee, went missing in July 2011 after telling her parents she was eloping with Sweat.
The three murder cases were combined after prosecutors suggested a connection while questioning Sweat's mother and her cousin during a pre-trial hearing about statements Sweat made about his relationship with Taylor and his desire to break up with her.