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

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:

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: