British Julian Stevenson killed his children - Mathew, 10, and Carla, five - apparently in a fit of rage over a custody battle with his French ex-wife.
He had fled on a pair of roller skates but was found moments later, walking in the street and covered in blood.
The unemployed father had confessed to the gruesome crime "but did not go into details of the motive", prosecutors said after his arrest in May.
"He hanged himself on Monday in a sports hall reserved for inmates held in solitary confinement," a source at the local public prosecutor's office told AFP.
Britain's Foreign and Commonwealth Office (FCO) later confirmed the reports.
"We are aware of the death of a British national in detention in France on 30 December 2013 and we are providing consular assistance to the family,” said a spokeswoman for the FCO.
Comments to taglines82@gmail.com
