Oh, yet I do repent me of my fury, That I did kill them. (Act2.3 l108-109)
Wherefore did you so? (Act 2.3 l109)
Who can be wise, amazed, themp'rate and furious, loyal and neutral, in a moment? No man. (Act 2.3 l110-111)
Macbeth explains that he killed the guards to Macduff and Lennox, after everyone discovers that King Duncan was murdered, and thinks the guards killed him.
This surprises both of them, because they thought killing the guards was unprompted. Macduff asks Macbeth why he killed the guards.
Macbeth explains that he did it because he was overcome with anger at the guards, which he thought killed King Duncan. This is a lie. The truth is that Macbeth killed King Duncan, and is using this as a cover story.