Celebrity Celebrity News Celebrity Tragedy Burke Ramsey Recalls the Moment He Learned Sister JonBenét was Dead: 'I Didn't Believe It' Burke also shared details from sister JonBenét's funeral, during the first segment of his three-part interview with Dr. Phil By Lindsay Kimble Lindsay Kimble Lindsay Kimble is the Executive Editor, News at PEOPLE. She have been working at PEOPLE for seven years. Her work has previously appeared in POPSUGAR, Us Weekly and Entertainment Weekly. People Editorial Guidelines Updated on October 4, 2016 07:40PM EDT Photo: Courtesy Dr. Phil/Peteski Productions Burke Ramsey says he didn’t initially believe sister JonBenét Ramsey was dead on the fateful 1996 morning the 6-year-old child pageant queen’s body was discovered in the family’s Boulder, Colorado, basement. Burke, who was 9 at the time of his sister’s killing, recalled the moment he learned JonBenét was dead in the first segment of his three-part Dr. Phil interview, which aired Monday. “My dad told me JonBenét is in heaven now, and he started crying, then I started crying. I was kind of like, How is this possible?” Burke, now 29, explained. “I started crying. I don’t think I said anything. I didn’t believe it at first.” JonBenét’s body was found on Dec. 26, 1996, by father John Ramsey with a cord around her neck and duct tape over her mouth, authorities have said, just hours after mother Patsy Ramsey found a two-and-a-half page ransom note demanding $118,000. No one has ever been charged in JonBenét’s death, including John, Patsy and Burke, who have always maintained their innocence in the case. John and Burke are the family’s sole surviving members, after Patsy died in 2006 from ovarian cancer. Related Video: 5 Clues That Could Reveal What Really Happened To JonBenét Ramsey The family was long under suspicion, though – which is partially why, Burke said on Dr. Phil, he and John agreed to speak, in Burke’s first public interview since JonBenét’s death. “Seeing that as a little kid is just kind of a chaotic nightmare, so I was pretty skeptical of any sort of media, it just made me a very private person,” Burke said. “As to what I’m doing now, it’s the 20th anniversary and apparently still a lot of tension around it, I guess I kind of wanted to make it about remembering her and not just another news story.” Burke also recalled JonBenét’s funeral, saying, “I remember the casket was so small, and her eyes were closed.” “I think one of her eyes was a little droopy or something,” he said. “I thought that was weird.” The experience, Burke explained on Dr. Phil, caused him “a lot of sadness.” He added, “I don’t think I really fully grasped, like, after this I won’t see her again … That was traumatizing.” The first part of Burke’s interview included past news clips and older sit-downs with John and Patsy. John also sat for a new interview. Parts two and three of the interview will air Tuesday and Sept. 19. Close