The report also says that no professionals from any of the agencies involved were to be held to blame for the deaths of five-year-old Caitlin and three year old Aiden, who were killed by their father Perry Samuels in November 2006.
A serious case review was carried out by the Denbighshire Local Safeguarding Children Board to establish whether lessons could be learned about the way local professionals and agencies work together to safeguard children.
The report's findings reveal communication between the mental health professionals was good, as was communication between children's professionals.
"However, the needs of children should be considered more by professionals working with adults who have a severe mental illness.
"Perry Samuel did not express any thoughts about harming his children to his family, and it seems unlikely therefore that he would have said anything to professionals.
"The agencies involved in the serious case review were: Denbighshire Social Services, North Wales Police, Denbighshire Education Service, Conwy and Denbighshire NHS Trust (including the Adult Mental Health and Social Care Partnership) and North Wales Probation Service.
A statement on behalf of the agencies said: "This report concludes several months of work by all the agencies involved, which looked at every aspect of the case and whether anything could have been done to prevent this tragedy.
"We acknowledge the findings of the report, which clearly state that no professional individual was to blame for the deaths and that the deaths could not have been predicted or prevented.
"However, we also acknowledge that there are some lessons to be learned and we will continue to strengthen the relationship between all agencies, to enhance communication and strengthen procedures and policies".
A copy of the report can be found on www.denbighshire.gov.uk