Never did Entwistle suggest who might have killed his wife, Rachel, and their 9-month-old daughter, Lillian Rose - not to investigators during taped interviews and apparently not to his family or friends who rallied to his defense.
But in the final days of his trial, his lawyers floated a stunning theory: Rachel Entwistle had killed their baby, then committed suicide.
Jurors rejected that defense and on Wednesday convicted Entwistle of two counts of first-degree murder and two weapons charges.
Under state law, he must be sentenced to life in prison without the possibility of parole. Sentencing was scheduled for Thursday morning.
Entwistle, 29, closed his eyes and shook his head slightly as the jury foreman announced the verdict.
His parents left the courtroom insisting that their son is innocent.
"We know that our son Neil is innocent, and we are devastated to learn that the evidence points to Rachel murdering our grandchild and then committing suicide," Yvonne Entwistle said outside Middlesex Superior Court.
"I knew Rachel was depressed. Our son will now go to jail for loving, honoring and protecting his wife's memory," she said.
Joseph Matterazzo, the victim's stepfather, declined to comment on the verdict, but thanked supporters, including the students at St. Augustine's Catholic High School in Droitwich, England, where she had taught English.
District Attorney Gerry Leone denounced Entwistle for blaming his wife for the killings.
"I condemn Neil Entwistle for compounding the unspeakable nature of what he has done by disparaging the memory of his wife and vilifying the entire Matterazzo family by his decisions during the course of this trial," he said.
The couple met at the University of York, England, in 1999, where Rachel, who grew up in Kingston, Mass., had enrolled for a year of study. They lived in England for several years before returning to the United States so they could raise their daughter near Rachel's family.
Prosecutors said Neil Entwistle slid into a downward spiral soon after the move. He had been unable to find a job, had failed at several Internet businesses and had just moved into a $2,700-per-month rented home.
People who knew the couple testified that they appeared to have a happy marriage and were thrilled with their daughter.
But a police detective testified that computer records showed Neil Entwistle trolled the Internet for escort services and joined an online swingers' site, where he posted a profile saying he was an Englishman who was looking to meet "American women of all ages" for sex.
What's even more disturbing, reports CBS News Early Show anchor Jeff Glor, prosecutors say Entwistle searched the web using the words: "how to kill with a knife."
Prosecutors argued that Entwistle, debt-ridden and dissatisfied with his sex life, fired his father-in-law's .22-caliber handgun into his daughter's chest and then shot his wife in the head. He flew on a one-way ticket to England a day after the Jan. 20, 2006, killings, they said.
The defense called no witnesses during the trial.
Neil Entwistle's Defense attorney Elliot Weinstein defended that decision in an interview with Glor on Thursday morning's Early Show.
"It's absolutely important that the prosecution prove its case beyond a reasonable doubt," Weinstein said. "A defendant, neither Neil Entwistle, nor any defendant, should be required or expected to put forward evidence."
Jurors listened to three hours of recorded phone conversations Entwistle had with a state trooper in the week after the fatal shootings.
He stammered after Sgt. Robert Manning asked him repeatedly if he had done something "out of character" the day his wife and daughter were killed.
"No, no, no," he said.
"Of course, no, I couldn't do that. Why would I do that?"
On the recording, Entwistle struggles to explain why he never called police or sought medical help for his wife and daughter. He explains that he returned the gun used to kill them to his father-in-law's house 50 miles away in an effort to preserve his wife's honor. He says he flew to England because he needed to be consoled by his parents.
"Looking back on it, I don't know why I did things in the way that I did," he tells the trooper.
Entwistle never mentioned the murder-suicide theory during his statements to police.
Weinstein, told the jury that police failed to consider suicide because they immediately focused on his client as a suspect.
"Everything that Neil did after finding Rachel and Lillian in that bedroom, he did because he loved them," Weinstein said.
Joe Flaherty, the spokesperson for Rachel Entwistle's family told Glor that every first degree murder case in Massachusetts is an automatic appeal.
"We remain confident going forward that we will get a reversal because of the rulings on unlawful search of that home in Hopkinton and that's really what our focus will be going forward," Weinstein told Glor.
The two and a half week trial gained international attention, reports CBS affiliate WBZ-TV. It was broadcast live on TruTV and media from both sides of the Atlantic Ocean arrived at the Woburn courthouse each day.