EXCLUSIVE: Dr. Phil to Burke Ramsey: 'There still are people that believe you killed your sister'

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During the final part of their sit-down, Dr. Phil continues to ask Burke Ramsey tough questions, in particular, did Burke's parents cover up JonBenet Ramsey's murder to protect him?

"I don't know what to say to that, because I know that's not what happened," Burke, 29, says with regard to suspicions that he might have killed his sister. "There's been people who have said that's not even physically possible for a 9-year-old to do that."

WATCH: JonBenet Ramsey Gets the OJ Simpson Treatment

Burke, along with his parents, John and Patsy (who died of ovarian cancer in 2006), was cleared of any wrongdoing by police in 2008 in the 1996 death of 6-year-old JonBenet.

See images related to the 20-year-old case:

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JonBenet Ramsey
UNDATED PUBLICITY PHOTO - Actress Julia Granstrom portrays the late young JonBenet Ramsey in the television movie " The JonBenet Ramsey Story". The movie will be telecast in the United States February 16 on the FOX network. FSP/SV
Aug. 17, 2006 - JONBENET RAMSEY.SUPPLIED BY JONBENETRAMSEYRETRO(Credit Image: © Globe Photos/ZUMAPRESS.com)
289830 05: The site where 6 year old Jonbenet Ramsey was killed in Boulder, Colorado, 1996. (Photo by Karl Gehring/Liaison)
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)
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. 
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 (C) is taken into a court room with his attorney Rob Amparan before his bail hearing in Santa Rosa, California, September 19, 2006. Karr, the schoolteacher who made worldwide headlines by confessing to one of America's most notorious unsolved crimes, the murder of six-year-old JonBenet Ramsey, is now facing charges of five counts of possessing child pornography. REUTERS/John Burgess/Pool (UNITED STATES)
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"Look at the evidence or the lack thereof," Burke tells Dr. Phil.

The case is one of the most talked-about unsolved mysteries in American history. The crime continues to raise questions, not only as to who killed the child pageant star, but also for the intriguing details surrounding the case, like the date on JonBenet's tombstone.

While JonBenet's body was found in the basement of her family's Colorado home on Dec. 26, 1996, the date on her tombstone reads Dec. 25. Dr. Phil tells ET what happened when he brought this up to John.

WATCH: Dr. Phil Asks Burke Ramsey If He Murdered JonBenet

"He didn't blink," Dr. Phil says. "He told me exactly why it was there. It is a very touching and moving story."

The finale of Dr. Phil's three-part interview with Burke airs Monday.

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