julian stevenson
© Abaca/Barcroft MediaCCTV showing Julian Stevenson with his children in a shop in St Priest, four hours before killing them, on 18 May 2013.
Julian Stevenson, who confessed to murdering his two children, found hanged in fitness room at Corbas jail in Lyon

A Briton who confessed to the gruesome murder of his two young children, when involved in an acrimonious custody battle with his French ex-wife, has hanged himself in prison while awaiting trial in Lyon.

Julian Stevenson was arrested in May after slitting the throats of his son Matthew, 10, and daughter Carla, 5, with a kitchen knife. He was remanded in custody after being placed under investigation.

Stevenson, 48, was found hanged on Monday morning in the prison fitness room reserved for prisoners in solitary confinement at Corbas jail in a Lyon suburb, according to Pascal Guinot, the Lyon deputy prosecutor. "He was alone in the room, and used one of the fitness machines there to commit suicide," he said.

Originally from Cheltenham, Stevenson had lived in France for 10 years and married his wife Stéphanie in 2005.

Video footage in a Lyon store showed him buying sweets for the children, who were holding pink balloons, in a local bakery on the morning of the crime. Police were alerted after his wife came across Stevenson wearing bloodstained clothes on the stairs of his apartment block in the St Priest surburb of Lyon, and he fled on roller skates. He was captured that evening after a short manhunt.

The visiting rights of Stevenson, who was unemployed and had a history of alcoholism and domestic violence, were restricted in 2010 following a violent incident with his wife. The day of the murder was the first time he had been alone with the children without anyone else present. He told investigators after his arrest that he had been upset about the custody arrangements.

Guinot said no date had been set for his trial as the investigation into the double murder was still ongoing.

A Foreign Office spokesman said that Britain was providing consular assistance after Stevenson's body was found.