There were three family members known to be home the night that JonBenet Ramsey was murdered in 1996: her parents, John and Patsy, and her older brother Burke, who was 9 at the time. Nearly 20 years later, Burke breaks his silence in an exclusive interview with Dr. Phil.

WATCH: Hear why Burke chose to speak out now.  

In the video above, Dr. Phil asks Burke, "There still are people that believe that you killed your sister. What do you say about that?"

Burke, who's now 29, responds, "Look at the evidence or the lack thereof."

Dr. Phil continues, "Part of their rationale, these people, say you are the only one that your parents would go to the lengths that they went to to cover up everything that happened. When the say covered up, they're talking about fabricating this ransom note, they're talking about if she was strangled, then causing the head injury ... doing all of this cover-up was all done to protect you because they didn't want to lose two children. That's their theory."

WATCH: The Number One Thing That Made People Question The Ramseys Involvement In JonBenet’s Murder

Burke, who was cleared by DNA evidence, says, "I don't know what to say to that because I know that's not what happened. There’s been a few people that said that's not even physically possible for a 9-year-old to do that."

On Monday, hear more of the exclusive interview, including who Burke thinks killed JonBenet and what Burke’s life is like now. Check here to see where you can watch.