JonBenét Ramsey's brother on why he stayed in his bedroom after hearing his sister was missing

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Nearly 20 years after JonBenét Ramsey's lifeless body was found in the basement of her family's Boulder, CO mansion, Ramsey's brother, Burke, gives his first-ever media interview to Dr. Phil.

Hear why Burke is speaking out now in an exclusive interview.

In one of the America's most notorious cold cases, the 6-year-old beauty queen was found strangled with a cord and her skull was fractured. While police initially focused their investigation on family members, none were charged, including Burke, who was 9 years old at the time.

Now 29 years old, he tells Dr. Phil about the morning he learned his sister was missing when his mom woke him up.

"The first thing I remember was my mom bursting in my room really frantic saying, 'Oh my gosh, oh my gosh, oh my gosh,' running around my room looking for JonBenét," recalls Burke in the video above. "The next thing I remember is a police officer coming to my room and shining a flashlight ... I was just lying there."

See more from the infamous case:

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**FILE** This is an undated photo of 6-year-old JonBenet Ramsey, who was found dead in the basement of her family's home in Boulder, Colo., Thursday, Dec. 26, 1996. (AP Photo/Boulder Police Department, FILE)
289830 05: The site where 6 year old Jonbenet Ramsey was killed in Boulder, Colorado, 1996. (Photo by Karl Gehring/Liaison)
FILE--Boulder Sheriff's Department cadets V. Montez, left, and E. Hill are shown standing guard in this Dec. 27, 1996 file photo outside the home in Boulder, Colo. in which 6-year-old JonBenet Ramsey was found dead on December 26. (AP Photo/David Zalubowski, File)
318902 01: People light candles at the murder site of 6 year old Jonbenet Ramsey in Boulder, Colorado, December 1997. (Photo by Karl Gehring/Liaison)
BOULDER, CO - MAY 01: John and Patsy Ramsey, the parents of JonBenet Ramsey, meet with a small selected group of the local Colorado media after four months of silence in Boulder, Colorado on May 1, 1997. Their 6-year-old daughter was found dead on Christmas night 1996. (Photo By Helen H. Richardson/ The Denver Post)
BOULDER, CO - MAY 01: John and Patsy Ramsey, the parents of JonBenet Ramsey, meet with a small selected group of the local Colorado media after four months of silence in Boulder, Colorado on May 1, 1997. Patsy holds up a reward sign for information leading to the arrest of their daughter's murderer. Their 6-year-old daughter was found dead on Christmas night 1996. (Photo By Helen H. Richardson/ The Denver Post)
An investigator dusts a window for fingerprints on Monday, Dec. 30, 1996, at the home in which 6-year-old JonBenet Ramsey was found murdered last week in Boulder, Colo. The girl's body was found in the basement of the home on Thursday after she was reported as abducted and being held for ransom. There are no suspects in the death. (AP Photo/David Zalubowski)
John B. Ramsey walks out of the Roswell, Ga. home of relatives Jan. 2, 1997. The body of Ramsey's daughter, JonBenet, last year's Little Miss Colorado, was found in her home in Boulder, Colo. last week about eight hours after she was reported kidnapped. She was buried Tuesday, Dec. 31, 1996 in Atlanta, where the family used to live. (AP Photo/Alan Mothner)
The body of 6-year-old JonBenet Ramsey is led out of the Peachtree Presbyterian Church in Atlanta Tuesday, Dec. 31, 1996. The Boulder, Colo., girl was found strangled to death in her home on Wednesday, Dec. 25, 1996. (AP Photo/Chris Rank)
Candles surround a portrait of JonBenet Ramsey outside her home after a candlelight vigil on the one-year anniversary of her murder Friday, Dec. 26, 1997, in Boulder, Colo. About 60 people gathered for the vigil. (AP Photo/Michael S. Green)
** FILE ** Flowers, pictures and stuffed animals adorn the gravesite of JonBenet Patricia Ramsey early Friday, morning Dec. 26, 1997 at the St. James Episcopal Church Cemetery in Marietta, Ga. A man arrested in Thailand is being held in connection with the slaying of JonBenet Ramsey, U.S. officials said Wednesday, Aug. 16, 2006. Federal officials familiar with the case, who spoke on condition of anonymity, said the man was already being held in Bangkok on unrelated sex charges. The girl was found beaten and strangled in the basement of the family's home in Boulder, Colo., on Dec. 26, 1996. (AP Photo/Ric Feld)
Children gather outside the home of JonBenet Ramsey for a candle light vigil on the one year anniversary of her murder Friday Dec. 26, 1997 in Boulder, Colo. (AP Photo/Michael S. Green)
John Ramsey hangs a sign in the window of his new campaign headquarters on State St. in Cheboygan Mich., June 8, 2004. Ramsey, a candidate for the Michigan House, greets voters at his campaign office with a handshake, a complimentary hot dog _ and a book that proclaims he didn't kill his daughter. Eight years after the child beauty pageant star was murdered in Boulder, Colo., JonBenet Ramsey is an unseen presence in a state legislative race 1,500 miles away. (AP Photo/ Meegan M. Reid)
** FILE **In this Aug. 29, 2000 file photo, Patsy Ramsey speaks as her husband John Ramsey listens during a short news conference in Atlanta. Prosecutors say new DNA tests have cleared JonBenet Ramsey's family in the 1996 killing of the 6-year-old beauty queen. Boulder County District Attorney Mary Lacy said Wednesday, July 9, 2008, that the tests point to an "unexplained third party." Lacy apologized to the family, saying, "To the extent that this office has added to the distress suffered by the Ramsey family at any time or to any degree, I offer my deepest apology." (AP Photo/Gregory Smith, File)
American John Mark Karr sits as he is shown at a police news conference at Immigration office in Bangkok, Thailand Thursday, Aug. 17, 2006. Thai police said that Karr, a 41-year-old American schoolteacher, admitted to the killing a decade ago of 6-year-old beauty queen JonBenet Ramsey in the United States _ a sensational crime some feared would never be solved. Lt. Gen. Suwat Tumrongsiskul, head of Thailand's immigration police, told The Associated Press that John Mark Karr confessed to the killing after his arrest Wednesday afternoon at a downtown Bangkok apartment. (AP Photo/Sakchai Lalit)
A book by author Dan Brown is seen next to John Mark Karr, the suspect in the 1996 killing of six-year-old JonBenet Ramsey, as he sits in business class on his way from Bangkok to Los Angeles Sunday Aug. 20, 2006. Agents wearing U.S. Customs shirts met Karr as he left the jet ahead of all other passengers and the group disappeared from the view of reporters on the flight. He was later turned over to local authorities and flown by helicopter to a Los Angeles County jail complex near downtown. (AP Photo/Elizabeth Dalziel)
BOULDER, CO - MAY 01: John and Patsy Ramsey, the parents of JonBenet Ramsey, meet with a small selected group of the local Colorado media after four months of silence in Boulder, Colorado on May 1, 1997. Their 6-year-old daughter was found dead on Christmas night 1996. (Photo By Helen H. Richardson/ The Denver Post)
8/27/1998 Colorado Jonbenet Ramsey House In Boulder. (Photo By Karl Gehring/Getty Images)
BOULDER, CO - MAY 01: John and Patsy Ramsey, the parents of JonBenet Ramsey, meet with a small selected group of the local Colorado media after four months of silence in Boulder, Colorado on May 1, 1997. Their 6-year-old daughter was found dead on Christmas night 1996. (Photo By Helen H. Richardson/ The Denver Post)
Murdered 6-yr-old beauty queen JonBenet Ramsey's image amblazoned on dozens of binders crammed w. investigators's reports for case which still unsolved after 6 months, in Sheriff's office (Photo by Ray Ng/The LIFE Images Collection/Getty Images)
ATLANTA - AUGUST 16: Lib Waters places a note on the grave of JonBenet Ramsey August 16, 2006 in Marietta, Georgia. A suspect in the murder of Ramsey, the 6-year-old beauty queen whose parents were under suspicion early on, has been arrested in Thailand. The note Waters left reads: 'Dearest Patsy, Justice has come for you + John. Rest in Peace. Your friend, Lib Waters.' (Photo by Barry Williams/Getty Images)
Bangkok, THAILAND: US teacher John Mark Karr (C), 41, flanked by Thai police, walks towards a van on his way to the airport from a detention center at the Thai Immigration Department in Bangkok, 20 August 2006. Thai authorities deported the US teacher arrested here over the 1996 killing of child beauty queen JonBenet Ramsey, amid serious doubts about his involvement in the brutal crime. Karr was arrested 16 August 2006 in connection with the slaying of six-year-old JonBenet, who was found strangled and beaten to death in the basement of her family's Colorado home on the day after Christmas 1996. AFP PHOTO/ Saeed KHAN (Photo credit should read SAEED KHAN/AFP/Getty Images)
LOS ANGELES - AUGUST 22: John Mark Karr, the suspect in the killing of child beauty queen JonBenet Ramsey, appears at an extradition hearing at the Los Angeles Superior Court August 22, 2006 in Los Angeles, California. Karr agreed to be extradited to Colorado to face charges of murder, kidnapping and sexual assault in the JonBenet Ramsey case. (Photo by Mario Anzuoni-Pool/Getty Images)
BOULDER, CO - AUGUST 28: Karen Salaz, spokesperson for the Colorado state court system, approaches the news media with copies of a release announcing that charges against John Mark Karr in connection with JonBenet Ramsey murder case were dropped August 28, 2006 in Boulder, Colorado. A DNA sample taken from Karr after he arrived in the U.S from Thailand where he was arrested last week did not match a sample taken at the murder scene. Ramsey is the six-year-old beauty queen found murdered in the basement of her Boulder, Colorado home the day after Christmas in 1996. Karr could still face unrelated child pornography charges in California. (Photo by Thomas Cooper/Getty Images)
Dec 26, 1997 - Marietta, Georgia, USA - JonBenet Ramsey grave on one year anniversary of her death. Former Little Miss Colorado JonBenet Patricia Ramsey (8/6/90-1996-12-25), was found strangled in the basement of her family's home in Boulder, Colorado, Thursday, Dec. 26, 1996. 
Aug. 17, 2006 - JONBENET RAMSEY.SUPPLIED BY JONBENETRAMSEYRETRO(Credit Image: © Globe Photos/ZUMAPRESS.com)
Marietta, GA -- JonBenet Ramsey would've turned twenty years old this week. The child beauty pageant star was mysteriously killed on Christmas, 1996 in Boulder, Colorado. She was six years old. Dozens of theories abound, but no one has ever been charged with her murder.
Aug 20, 2006; Los Angeles, CA, USA; Members of the news media gather at the arrival area of Los Angeles International Airport to interview passengers arriving from the same flight with John Mark Karr, the suspect in the killing of 6-year-old JonBenet Ramsey on Sunday, Aug. 20, 2006. 
John Mark Karr, center, Public Defender Seth Temin, left, and District Judge Roxanne Bailin are shown in this artist drawing by Pat Lopez during Karr's extradition hearing in court at the Justice Center in Boulder, Colo.,Tuesday, Aug. 29, 2006. Bailin on Tuesday ordered Karr sent to California by Sept. 13, saying he had violated terms of his bond in that state by failing to show up for a hearing on the pornography charges. If convicted, Karr could get a year in prison on each count. (AP Photo/Pat Lopez, Pool)
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Dr. Phil asks, "What else did she say? Did you know she was looking for JonBenét?"

Burke says, "I remember her saying, 'Where's my baby, where's my baby?'"

Asked why he didn't leave his bedroom to explore what was going on, Burke responds, "I guess I kind of like to avoid conflict or, I don't know, I guess I just felt safer there ... I'm not the worried type. I guess part of me doesn't want to know what's going on."

Newly revealed interrogation tapes reveal more JonBenét Ramsey's brother:



WATCH: What Newly Revealed Interrogation Tapes Reveal About JonBenet Ramsey's Brother

Alluding to suspicions that JonBenét's family was involved in her murder, Dr. Phil presses, "Critics would say you weren't curious because you already knew. You didn't have to get up and check because you know exactly what happened."

What do secret interrogations interviews conducted with Burke days after his sister's murder reveal? Don't miss Burke's exclusive interview starting Monday, September 12 on the season premiere of Dr. Phil. Check here to see where you can watch.

Burke Ramsey responds to the theory that his mother killed his sister:

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