A public defender entered the plea on behalf of Aaron Schaffhausen, 35, in a one-paragraph letter to St. Croix County Circuit Judge Howard Cameron, the Minneapolis Star Tribune reported.
The newspaper said a hearing on various motions, possibly including a change of venue request, is set for Thursday morning in circuit court in Hudson.
Schaffhausen, who had been living in Minot, N.D., was charged July 12 with three counts of first-degree intentional homicide in the deaths of his children, Amara, 11, Sophie, 8, and Cecilia, 5, who were living in River Falls, Wis., with their mother, his ex-wife Jessica Schaffhausen. He allegedly killed them during a visitation while his ex-wife was away from the home.
Besides the murder counts, he faces one count of attempted arson. Authorities found a gas fireplace turned on and gasoline poured in the basement of the girls' home.
The girls were found in their beds with their throats slit, the St. Paul Pioneer Press reported. The youngest one also had been strangled.
Schaffhausen's trial has been slated for April. He faces the possibility of life in prison if convicted.