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

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During the final part of their sit-down, Dr. Phil continues to ask Burke Ramsey tough questions, in particular, did Burke's parents cover up JonBenet Ramsey's murder to protect him?

"I don't know what to say to that, because I know that's not what happened," Burke, 29, says with regard to suspicions that he might have killed his sister. "There's been people who have said that's not even physically possible for a 9-year-old to do that."

WATCH: Dr. Phil Asks Burke Ramsey If He Murdered JonBenet

Burke, along with his parents, John and Patsy (who died of ovarian cancer in 2006), was cleared of any wrongdoing by police in 2008 in the 1996 death of 6-year-old JonBenet.

"Look at the evidence or the lack thereof," Burke tells Dr. Phil.

The case is one of the most talked-about unsolved mysteries in American history. The crime continues to raise questions, not only as to who killed the child pageant star, but also for the intriguing details surrounding the case, like the date on JonBenet's tombstone.

While JonBenet's body was found in the basement of her family's Colorado home on Dec. 26, 1996, the date on her tombstone reads Dec. 25. Dr. Phil tells ET what happened when he brought this up to John.

WATCH: Dr. Phil Asks Burke Ramsey If He Murdered JonBenet

"He didn't blink," Dr. Phil says. "He told me exactly why it was there. It is a very touching and moving story."

The finale of Dr. Phil's three-part interview with Burke airs Monday.