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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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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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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