Child Psychology

Should a parent of a three-year old be concerned if their child has made comments to others about killing said parent?
On two occasions I've overheard my three-year-od nephew telling my three year son that he was going to kill his mom (my sister-in-law) so he could go live with his Dad and Nana. I was quite surprised and appalled at the twisted logic that seemed beyond a three-year-old's capicity.
My nephew's mother is single and trying to put herself through school. She also has an autistic 14 year old daughter that lives with them. Needless to say she has her fair-share of stress.
My nephew's father lives in another state with his mother. He is a drug user and doesn't pay child support. He very infrequently sees my nephew (unless my sister-in-law takes him there and stays with him or allows his dad to come stay with them for a couple days). But when my nephew does get to spend time with him, this man gets to play at being the "fun" dad that buys toys (with his mother's money), etc.
My sister-in-law never talks bad or realistically talk about my nephew's father with him. She just let's him believe he's this great guy. My nephew has no idea that his dad used to beat his mom up, that his dad is into drugs, that he can't/won't hold a real job, or that he doesn't help out with any kind of child support, etc., etc. Anyway, just wondering if I ought to tell his mom about the comments? Is this normal for a three-year to come up with on their own? I guess I should give you a direct quote and description of how the comment happened. He and my son were playing cars and trucks on the living room floor while watching Elmo's World when he said, "****, I'm going to kill my mom so I can go live with my Dad and Nana". When my son replied "What?", my nephew repeated the phrase in a very mean voice. I immediately broke in with "Hey, boy's we do not say things like that! ****, if you're upset or mad about something why don't we talk about it." To which, he replied, "I'm going do it I wanna live with my Dad." At that point he crashed his toy car into my sons and they began playing again. I just didn't know what to say. To him or my own son for that matter. Advise/opinions?

A three year old does not understand either the consequences, or the meaning of "to kill my mum". It is obvious your nephew misses his dad and needs him a lot, even though other adults in his surroundings does not appreciate his father and his parenting. If your nephew got to spend more time with his dad he would get a more realistic picture of his father and probably appreciate his mother more. He can probably turn his anger towards his mum because she is always there for him, and can take her love for granted.