JonBenet Ramsey's Brother Shuts Down Theories He Killed His Sister

In the third part of Dr. Phil's sit-down with the slain beauty queen's brother, Ramsey is asked, flat out, if he did it.

"Did you do anything to harm your sister JonBenet?" Phil asks. "No," Burke responds. "Did you murder your sister, JonBenet?" McGraw then prods. "No," says Ramsey.

When asked if he had a message for those who do accuse him of the murder, he tells them to "look at the evidence or the lack thereof."

McGraw then brings up theories claiming Ramsey's parents staged an elaborate coverup, faking the ransom note in an attempt to protect their son.

"I don't know what to say to that. I know that's not what happened. There's been a few people that said it's not even physically possible for a 9-year-old to do that," Burke says to the skeptics. "You won't find any evidence because I know what happened. I know I didn't do it."

Burke, now 29, says the killer was "probably some pedophile in the pageant audience."

Though it's been 20 years since her death, Burke says he still speaks to both JonBenet and their late mother, Patsy.

"Sometimes I would talk to her. If there's some important thing I was doing, 'Hey, thanks for looking out for me.' 'Hope you're having fun up there because I'm taking some test, I wish I was up there right now,'" he explains to McGraw.

So .. does Ramsey think his sister's case will ever be solved?

"You have to keep the hope alive that it will," he says. "I don't know, you gotta never give up."

Once again, Burke is seen smiling throughout the intense interview, something that has given him a "creepy" label over the past week. In a brief moment between commercial breaks, Dr. Phil addresses his behavior, while reminding his audience that there's "no right or wrong way" to grieve.

"You must remember, until now, Burke has never spoken publicly about this traumatic part of his life," says McGraw. "He was shielded for decades by his parents, so he is a bit nervous and socially uncomfortable."