(CNN) -- Ariel Castro's brothers no longer refer to him as kin. Instead, they call him "a monster" who should rot in jail after being accused of kidnapping and holding three young women hostage in his home for a decade.

"I had nothing to do with this, and I don't know how my brother got away with it for so many years," Pedro Castro, 54, said when he and brother Onil Castro, 50, sat down for an exclusive interview with CNN's Martin Savidge this weekend.

When the story first broke, the world saw all three brothers as suspects after Cleveland police arrested them last Monday and released their mugshots. It was not until Thursday that Pedro and Onil Castro were freed and investigators said the brothers had no involvement in the kidnappings.

Ariel Castro, a 52-year-old former school bus driver, remains in a Cleveland jail on $8 million bond. He's charged with four counts of kidnapping and three counts of rape.

He's accused of abducting Michelle Knight, now 32, in August 2002 when she was 21; Amanda Berry, now 27, a day before her 17th birthday in April 2003; and Gina DeJesus, now 23, in April 2004, when she was 14. DNA tests revealed a daughter born to Berry six years ago was fathered by Castro.

"The horrific brutality and torture that the victims endured for a decade is beyond comprehension," prosecutor Timothy McGinty said.

Pedro and Onil, who have received death threats since their arrest, spoke to CNN because they "want the world to know" they had no idea their brother was keeping the women captive in his Cleveland home all those years.

'Who did I kidnap?'

The first sign of trouble for Onil came last Monday night as he was riding with his brother after dinner at their mother's home. Ariel suddenly turned into a McDonald's parking lot. A police cruiser pulled his car over.

"I said, 'What did you do, run a stop sign or a red light or something?'" he said. "He says, 'No, no. I don't know.'"

When Onil asked the police officer about why they were pulled over, he said, "All I can tell you is that you're in for some serious allegations."

"Maybe he wanted to get caught," Onil later speculated. "Maybe time was up. Maybe he was inside too much; he wanted to get caught. But if he did it that way, he shouldn't of went to mama's house and picked me up and put me in a car, if he knows that was going to happen."

Pedro was asleep at home when police woke him up.

"I was thinking because I had an open container warrant," he said. "So, I didn't, I didn't know what -- I thought they was taking me in because of that."

The brothers were held in separate cells at the jail. It would be more than 36 hours before Pedro and Onil learned the real reason they had been taken into custody.

After helping a correctional officer interpret for another Spanish-speaking inmate, Pedro asked for more details about his own case. The officer wrote the word kidnapping on a piece of paper.

"I didn't have my reading glasses, I looked and I said, 'Oh, open containers. She said 'No, read it again.' And I said 'Oh! Kidnapping! What's this? Kidnapping?'" he said. "I'm thinking kidnapping. Who did I kidnap?"

Onil, in a separate cell and still unaware of the gruesome details, was able to see his brother Ariel briefly when Ariel walked by on the way to the toilet, he said.

"When he walked past me, he goes, 'Onil, you're never going to see me again. I love you bro.' And that was it," he said. "And he put his fist up for a bump."

Ariel spoke again as Onil was on his way to be questioned by a detective, he said.

"He goes 'Onil, I'm sorry. You didn't know nothing about this, Onil. I'm sorry, Onil.' And that was it.  And then that's when I broke down on my way over there. I said, 'What did my brother do? What did he do?'"

Minutes later in an interrogation room, Onil got his answer from a detective, and it floored him.

"When he showed me the pictures of the girls, he asked me: 'Do you know these girls?'" Onil said.

"He says 'Have you ever seen this girl?' and I said 'No, I've never seen that girl.' And then he showed me the other one. 'Have you ever seen this girl?' and I said 'No, I've never seen that girl.' And he says 'That's Gina DeJesus and Amanda Berry,' and my heart fell. I just dropped, not physically, but I just, I just hit the ground."

He was familiar with DeJesus and Berry since their photos were posted throughout his community after their disappearances. "I told him 'They don't look like the girls who have been pinned up and posted up" and he said 'Yeah, that's how malnourished they are.'"

"Oh, it was just heart-dropping," Onil said. "Just terrible when they said that, when he said that, 'It's Amanda Berry and Gina DeJesus, and they were in your brother's house.' I just couldn't believe it because, you know, there was no signs of anything like that. I've seen no signs."

Pedro's interrogation followed the same course.

"The detective said, 'Well, these three girls are in your brother's house.' And I just, what, say that again. 'These three girls are in your brother's house.' 'What do you mean in my brother's house?' 'He kept them captive.' 'You mean, they're alive and in my brother's house?' 'Yes.'"

Never past the kitchen

They were not allowed past the kitchen of his house in the past 10 years.

"I didn't go to his house very much, but when I did, he would let me in not past the kitchen," Pedro said. "The reason why we would go in the kitchen, because he had alcohol. And he would take me in the kitchen, give me a shot."

His brother would cook for him sometimes, "but I would eat out on the steps," he said.

Curtains blocked the kitchen from the rest of the 1,400-square-foot house. Ariel explained it away as an energy-saving setup, Pedro said.

"He said he wanted to keep the heat in the kitchen because the gas bill," Pedro said.

His brother's home was also always filled with background noise whenever he visited, he said. He couldn't hear what was happening in other rooms because "the radio was playing all of the time," he said. "If not the radio, the TV. Something had to be on at all time in the kitchen. So, I couldn't hear nothing else, but the radio or the TV."

When asked whether that ever raised any questions for him, Pedro explained that his brother often did "strange" things.

"No, because Ariel, to me, he was a strange dude," he said. "I mean, it didn't faze me none because when he said keep the heat because he gets cold real quickly. He's always wearing a lot of coats and stuff, so I figured well, he wants to keep the heat in."

Onil said he saw "absolutely nothing" unusual in his brother's backyard, and he hadn't been inside the house in years. "The last time that I was in that house, it was in the kitchen."

Ariel was "a little apart" from the rest of the family and "strange to me all through our lives," he said.

"He always stayed to himself with his music," he said. "And like I said, there would be times when we wouldn't see him for a month, two weeks. Mama use to say 'Check your brother, check on your brother. He lives alone in that house. He's a loner. You don't know if he's OK or what's going on.' So I would text him and he would text me back. 'What are you doing?' 'I'm fine.'"

One of Ariel's daughters gave CNN a similar description, saying when she visited her father "he would take forever to come to the door." He would not let her in through the front of the house, Angie Gregg said.

The secret daughter

The child who investigators say Ariel Castro fathered with Berry was allowed to venture outside of the house at times, while the women stayed locked in the house. "I seen Ariel with a little girl at McDonald's and I asked him who's that," Pedro said. "And he said 'This is a girlfriend's of mine.'"

He saw the child again with his brother weeks later at a Burger King, he said.

"And then I questioned him, where's the mother" 'Oh, she had to do something.' So, I just let it go."

"I had no idea that, that little girl was his or Amanda's" he said. "I had no clue. That I learned this as the days go by, you know, after we got caught."

Gregg said her father showed her a photo of the girl in his cell phone about two months ago, telling her it was his girlfriend's child by somebody else.

"I figured at the most he had an illegitimate child out there, you know, and I would find out eventually," Gregg said.

Hostage's dad was a friend

Pedro and Onil now wonder how their brother could have interacted with the family of one of his hostages. They all knew Felix DeJesus, the father of the 14-year-old kidnapped on the way home from school nine years ago.

"I would ask him, 'Felix, no sign of her yet, no sign of her yet? -- not knowing that this monster had these young women in his house," Onil said.

"I would shake his hand and tell him 'Man, I'm sorry. Have you heard anything?' and 'Let's just hang in there, brother,'" Pedro said.

Ariel attended a vigil for the teen after she went missing and gave her "mama a hug," he said.

"I don't know how he did it," Onil said. "I'm sure he would talk to Felix, too, while his daughter was missing and played it off so good."

"Felix, I know that you are out there listening, and you know that I was concerned about your daughter and I had not even the slightest idea that this would be going on with," he said.

Brothers: If we had known ...

The brothers agreed on what they would've done if they had discovered the captives.

"I would have went straight to the police if I seen anything," Onil said. "If I seen a curtain move or if I heard anything because there's nobody there inside that house. Why do, why am I seeing this? Who is that? I would have said something."

"If I knew, I would have reported it," Pedro said. "Brother or no brother." He would've "grabbed him by the neck" and asked "What's up with this man?" he said.

"Yes, I would have grabbed him by my neck myself," Onil said.

Onil considers Ariel to be a "monster," not a brother. "The monster is a goner," he said.

"I hope he rots in that jail," he said. "I don't even want them to take his life like that. I want him to suffer in that jail to the last extent. I don't care if they even feed him. What he has done to my life and my family's."

"I feel the same way," Pedro said. "I loved him so much. I loved him so much. As a matter of fact, the second time I seen him going in to use the toilet, when he finished, I was by the rails and he said 'I love you' and we, you know, we touched fists."

'I am a walking corpse'

Onil's and Pedro's bitterness is intensified by the embarrassment of having their mugshots released to the world as suspects in the horrifying crime.

"I haven't realized what is going on and why, why this happened," Onil said. "And my life is now, I feel I'm free, I'm out here now, but I'm not free. I'm still locked in somewhere."

He's haunted by nightmare each night, he said. "This has torn my heart apart. This has killed me. I am a walking corpse right now."

Pedro said that he, too, "is still locked up."

"I can't go nowhere because they think I'm a monster, too, and I'm not," he said. "And it just keeps going over and over in my head that people are just thinking that I did this."

The men are in hiding in an undisclosed location. They say rocks have been thrown through their windows, and they have been receiving death threats online.

"I don't want to be hunted down like a dog for a crime that I did not commit," Pedro Castro said. "I don't want to be locked up in my house because somebody out there is going to do harm to me. I want to be free like I was."

"Now, I feel trapped for what somebody else did, and it's a family member ... They should not take it out on the family. Threats of burning up the houses, killing Pedro, that's not right. You already got your monster. Please give us our freedom. I want the world to know this."

CNN Producer John Murgatroyd contributed to this report.

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