Michael Stone was convicted and jailed for life in 2001
The man who bludgeoned Lin and Megan Russell to death in 1996 told a nurse he wanted to kill someone five days before the murders, a report has said.
Michael Stone is currently serving life for the killings and for the attempted murder of Megan's sister Josie in Kent.
Before the murders he received support for mental health problems and drug addiction and spent time on probation.
An inquiry has found failings in his care, but said it was unable to say the deaths could have been avoided.
Days before the killings, Stone told a psychiatric nurse he wanted to kill people, the report said.
The "aggressive outburst" came on 4 July when he threatened to kill his previous probation officer, his family, and prison officers should he be jailed in the future.
On 10 July, Stone went on to attack Dr Russell, 45, Megan, six, and her sister, Josie, then nine, as they walked home from a swimming gala in Chillenden.
Lin and Megan Russell were killed in a country lane in Chillenden
The report published on Monday was commissioned by the three agencies which had been treating or supervising Stone - West Kent Health Authority (now NHS South East Coast), Kent Social Services and Kent Probation Service.
They acknowledged that mistakes were made and they failed to share information, but also said a number of recommendations had already been acted on.
Candy Morris, from the South East Coast Health Authority, said those changes had included bringing in a new care policy, four more psychiatric intensive care beds for Kent and Medway, and a new 26-bed medium secure unit.
She said patients in the community and in prison now had 24-hour cover from responsive care teams.
Robert Francis QC, who chaired the inquiry, said Stone suffered from a personality disorder together with drug and alcohol abuse, which made his case complex.
He said Stone "could appear aggressive to one person and cooperative to another almost simultaneously".
But he said the inquiry "found nothing to suggest that overall care provided by social services or the probation service were other than expected".
But he added that the addiction services failed to plan or implement an appropriate or effective care package for Stone.
Stone had appealed for help in tackling his addictions, the report said.
He and his solicitors wrote to nurses several times while he was on remand for burglary and theft, but Stone was told to approach the addiction services on his release.
The prison service also lost many of Stone's medical records.
But Mr Francis said this was "emphatically not a case of a man with a dangerous personality disorder being generally ignored by agencies or left at large".
The inquiry's 384-page document said there was no suggestion that Stone "was deprived of any service which would have made him less of a danger".
After the report was published, Josie's father, Shaun Russell disagreed with the conclusion that the murders could not have been prevented.
He said: "If everybody had done their job right perhaps he wouldn't have done what he did."
Earlier, in an interview with the BBC, he said Stone was "yet another in a long catalogue of cases where people who have mental problems, violent offenders, have been free in the community and haven't been monitored, looked after, assessed, managed properly really".
Josie Russell survived the attack that killed her mother and sister
He also said: "I agree that you can't lock people up if they haven't done something, but still I think the agencies that deal with people like this could work a lot better together to monitor people like this."
He said his daughter Josie, who was severely injured in the attack, had helped him to keep going after Lin and Megan died.
"She is a light for me, a beacon," he said.
He revealed she had left home and moved into a flat where she was "mightily happy", but was still dealing with impairment from the attack.
Stone was convicted and jailed for life in 2001.
The inquiry report was completed in 2000, with extra information added in 2002, but its release was delayed by Stone's appeal against his conviction, and then his legal challenge against the report's publication.
He argued that personal medical information in the report should not be made available to the public and media, but that was rejected by the High Court in July.
Stone's solicitors, Bryan and Armstrong, issued a statement after the report was published saying he had been "the subject of a cruel miscarriage of justice".
They said he had not been informed about the news conference on Monday, and he had not been asked to contribute any comment.
They added that he had not committed the offences, the report contained "a number of inaccuracies", and said new evidence had been submitted to the Criminal Cases Review Commission, with Stone hoping that the case would be referred back to the Court of Appeal.
Stone's sister, Barbara, said her brother had "never sought to use his mental health in his defence", and she would have preferred his records to remain private.
She said: "He is an innocent man in prison and he intends to fight it in the right way, and I would support him in that."