JonBenét Ramsey's brother recalls the moment he discovered his sister was dead.

In a clip from his first media interview ever, Burke Ramsey has told Dr. Phil McGraw about the moment he found out his sister JonBenét Ramsey was dead.

On the morning of December 26, 1996, nine-year-old Burke Ramsey’s mother woke him up looking for his sister

“The first thing I remember is my mom bursting in my room really frantic, saying, like, ‘Oh my gosh, oh my gosh, oh my gosh,’ running around my room, looking for JonBenét,” Burke, who is now 29, says on The Dr. Phil Show on September 12 during a three part interview.

“At that point I was awake. The next thing I remember is a police officer coming to my room and shining a flashlight.”

That morning, six-year-old JonBenét was reported missing after her parents, John and Patsy Ramsey, found a ransom note in their Boulder Colorado home demanding $118,000 for her safe return.

Burke stayed in his room.

“Somebody comes in your room and flashlight looks around,” questions Dr. Phil in the clip above. “Your mother’s been in there yelling, ‘Oh my gosh! Oh my gosh! Oh my gosh! Where’s my baby?’ And you never get up and say, ‘What is going on here?’ “

Burke says, “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,” he continues, with an awkward laugh. “I guess part of me doesn’t want to know what’s going on.”

Later that day, JonBenét’s body was found with a cord around her neck and duct tape over her mouth in the basement of the Ramsey family home.

But still, Burke, did not leave his room.

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“You, of course, know that critics would say you weren’t curious because you already knew,” says Dr. Phil referencing the long held suspicion that the Ramsey family themselves, particularly Patsy Ramsey (who passed away in 2006 from ovarian cancer), had something to do with JonBenét’s death.

“You didn’t have to get up and check because you knew exactly what had happened.”

No charges have ever been filed in JonBenét’s murder and Burke, John and Patsy have always maintained their innocence.

But, despite the Boulder County District Attorney clearing the Ramsey’s of involvement, suspicion has continued to shadow the memory of his mother.

“It doesn’t make sense,” Burke tells Dr. Phil about the theory that his mother killed JonBenét.

“Not to say she never got upset, but nothing near laying a finger on us, you know, let alone killing her child.”

Burke claims his mother never even spanked them, saying she did “nothing of the sort, not even close.”

It was this suspicion though that led to his giving this first ever interview.

“For a long time the media basically made our lives crazy.

“Its hard to miss the cameras and news trick in your front yard. we’d go to the supermarket sometimes and there’d be a tabloid with, you know, my picture, JonBenét’s picture plastered on the front.

“They would follow us around. Seeing that as a little kid is just kind of a chaotic nightmare, so I was pretty skeptical of any sort of media, it just made me a very private person,” Burke explains.

“As to what I’m doing now, it’s the 20th anniversary and apparently still a lot of tension around it, I guess I kind of wanted to make it about remembering her and not just another news story.”

The remaining two episodes of Dr. Phil’s interview with Burke air on Tuesday, September 13, and Monday, September 19.