After John and Patsy Ramsey discovered that their 6-year-old daughter, JonBenet, was missing from their Boulder, CO home in 1996, Patsy called 911 -- a key piece of evidence in the still unsolved murder. John and Patsy claimed that their son, Burke, was sleeping at the time of the call, but some theorize that his voice can be heard on the 911 call.

WATCH: JonBenet Ramsey’s Brother On Why He Stayed In His Bedroom After Hearing His Sister Was Missing

Burke, who speaks to Dr. Phil in his first media interview, says he was in his bed when the call was made and therefore could not be heard on the call to 911. In the video above, police interrogation tapes show Burke saying, "I was, like, lying in bed with my eyes open ... So, I was thinking of what might have happened."

The detective then asks Burke, who was 9 when his sister was found lifeless in their family's basement, "Did you hear mom and dad talking?"

Burke responds, "I just heard Mom, like, going psycho."

"Did you go down and see what was going on?"

"No, I just stayed in bed."

WATCH: John Ramsey On Rumors He and Patsy Hid Burke After JonBenét’s Death: ‘We Were Under Assault’

Watch more from this episode here. And, Dr. Phil’s exclusive interview with Burke continues Monday, September 19. Check here to see where you can watch.