Burke Ramsey Addresses Speculation He Killed Sister JonBenet, Says He Still Talks to Her

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Burke Ramsey has one question for those who believe he murdered his sister, JonBenet Ramsey, in 1996.

... Where's the evidence?

In the final part of Burke's three-part sit-down with Dr. Phil airing Monday, the now 29-year-old brother of the late JonBenet addresses those who doubt his innocence in the headline-making murder. Burke was nine years old at the time his 6-year-old sister was killed, and has never been named a suspect. The Boulder Police Department cleared the entire Ramsey family of any wrongdoing in 2008.

WATCH: EXCLUSIVE -- Dr. Phil to Burke Ramsey: 'There Still Are People That Believe You Killed Your Sister'

"What's the evidence or the lack thereof?" Burke says to the naysayers. "I don’t know what to say about that because I know that's not what happened."

"There's been a few people who said that's not even physically possible for a 9-year-old to do that," he adds about a theory that his parents, Patsy and John Ramsey, covered up the murder to protect him.

Burke says he still talks to his sister today, and believes that she and their mother, Patsy -- who died in 2006 of ovarian cancer -- are watching over him.

"Sometimes I would talk to her," he admits about JonBenet. "If there's some important thing I was doing, like, 'Hey, thanks for looking out for me,' ... or, you know, 'Hope you're having fun up there,' because I'm taking some test or, you know, like, 'Wish I was up there right now.'"

Dr. Phil also defended Burke when some viewers criticized Burke's smiling demeanor throughout the interview.

"This is anxiety -- he's socially uncomfortable," Dr. Phil stresses. "I've seen it a lot. He's not autistic, he's not weird, he's not creepy -- he's just nervous. This is a young man that has grown up in kind of a siege mentality ... you have to understand that when this happened, he was plucked out because media was all over them. So, he's been moved around a lot, he's been in isolation quite a bit, and he's just not socially comfortable, and he's certainly not comfortable being on camera."

"But he wanted to do this," he adds about the intimate sit-down. "Because he knew it was the 20th anniversary [of JonBenet's death] and he wanted to honor his sister. ... He's very intelligent and he's very personable when you spend time with him. But what you're seeing is just anxiety expressing itself -- nothing more, nothing less."

Meanwhile, the second half of CBS' The Case of: JonBenet Ramsey airs Monday at 9 p.m. PT/ET. The first half of the two-night special aired Sunday, and has already caused a stir among viewers, particularly, when it comes to new doubts cast on the 9-1-1 call made by Patsy.

Using modern audio technology unavailable at the time, retired FBI profiler Jim Clemente and former criminal behavior expert Laura Richards managed to isolate what they believe is the content of six seconds of what was previously unintelligible background conversation. According to the experts, one voice sounds like it could be JonBenet's father, John, saying, "We're not speaking to you." Another voice, which they believe to be Patsy's, can be heard asking, "What did you do?" followed by "Help me, Jesus."

A small child's voice, which the experts think could be Burke, then asks, "What did you find?" After which, the female voice can be heard saying, "We've called the police, now what?"

In tonight's conclusion to the four-hour true crime special, retired FBI agent James Fitzgerald -- who's been working on the case for 20 years -- says the team of experts will name who they think committed the crime.

WATCH: 'The Case of: JonBenet Ramsey' Premiere: Shocking New Revelations Including Previously Unheard Audio Evidence

ET caught up with Dr. Phil last Thursday, when he, once again, came to Burke's defense.

"Burke is not, and has never been, a suspect in this case," Dr. Phil told ET. "I think people have considered him otherwise because, in the very beginning, the DA and the Boulder PD have acknowledged and admitted they put out misinformation to the media, to the public, to try to put pressure on the Ramseys to either make a mistake or break or confess."

"On our final episode, what you're going to hear is Burke's very specific theory about who killed his sister," he promised.

Watch below: