Officers have arrested a suspect in connection with the murders of multiple women in Winnipeg.

Shawn Cameron Lamb, 52, has been charged with three counts of second-degree murder. CTV News is told the suspect was in custody on a sexual-assault related charge on the weekend, when he said he had information on a body.

Winnipeg police held a press conference Monday morning to announce the charges in connection with the deaths of Tanya Nepinak, 31, Lorna Blacksmith, 18, and Carolyn Sinclair, 25, who was pregnant at the time.

Nepinak went missing in September 2011, while Sinclair disappeared just before Christmas in 2011 and Blacksmith went missing in January 2012.

"It feels like closure to us, but not in a good way," said Gail Nepinak, Tanya's sister.

"I thought Tanya was alive – I always thought Tanya was alive," said Bert Nepinak, Tanya's father.

The three Winnipeg families received visits from Winnipeg detectives on June 24, with relatives told police had arrested an alleged serial killer.

Amanda Sinclair, Carolyn's sister, received a call from her mom, after she had met with police.

"I kind of gasped for air when she told me he admitted to killing Tanya too," said Amanda. "My biggest, worst fear had come true."

The victims had ties to Winnipeg's sex trade.

Sinclair's body was found wrapped in plastic in March, near a dumpster in a back lane off Notre Dame Avenue.

Police are still waiting for forensics, but a decomposed body found last week in a backyard on Simcoe Street is believed to be that of Blacksmith's.

Her family attended a press conference by the Assembly of Manitoba Chiefs on Monday, but relatives were too overcome with emotions to speak.

First Nations leaders said the arrest calls attention to the hundreds of other women who have been killed or are still missing across Canada.

"This may be the tip of the iceberg, that there may be another serial killer out there that's targeting and pinpointing and going after our women," said Derek Nepinak, grand chief of the AMC.

He said more needs to be done to stop the cycle of violence against aboriginal women. Derek Nepinak said the AMC is raising money through the First Nations Women's Committee.

Police said Shawn Lamb was previously on their radar.

"This is an important break in these cases. You can see an individual has been charged in three separate murders, three individual murders, which is a huge concern," Winnipeg Police Chief Keith McCaskill.

Investigators are now looking into the possibility of other cases.

"If there's more victims out there, we want to find out and that's certainly a potential," said McCaskill.

About 24 investigators have been working on the case, with 10 Winnipeg police officers and 14 RCMP members. Police said Lamb has travelled across the country so part of the investigation will involve working with other jurisdictions.

For now, officers are focusing on finding Nepinak's body. CTV News is told police were led to a third location but that the body of Tanya Nepinak was not found. Her family will wait on funeral plans.

Gail Nepinak said the family is struggling with the fact they have lost two relatives - with Tanya Nepinak and Carolyn Sinclair second cousins.

"That just puts chills down my spine. That just makes me sick," said Gail Nepinak.

Shawn Lamb, who hails originally from Sarnia, Ont., has a lengthy criminal record, with charges including theft, assault and fraud.

The caretaker of a building on Simcoe Street, where Lamb lived up until two months ago, said police had been there on three previous occasions to arrest Lamb, but he would return hours after being released.

Lamb was evicted from the building two months ago, said the caretaker who didn't want his name used.

In May, Lamb moved to a building in Point Douglas on Sutherland Avenue.

Mike Gachenga lived across the hall from Lamb. He said a few days ago, he awoke to find Lamb and a woman in his apartment. They apologized and started to leave.

"He said ‘Make sure you keep your door locked because there's crazy people out there' and I was like ‘Alright' and he walked out," said Gachenga.

The next day, he said police were at Lamb's door with a search warrant. Gachenga watched as they removed two bags from inside.

Lamb is in custody at the remand centre. His next court appearance is scheduled for the morning of June 26.

A vigil in memory of Tanya Nepinak, Lorna Blacksmith and Carolyn Sinclair is slated to be held Tuesday at 7 p.m. at the Manitoba legislative building.

- with reports from CTV's Stacey Ashley and Caroline Barghout