"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, met with CNN in a multi-part, exclusive interview.
Ariel Castro, 52, a former school bus driver, was in a Cleveland jail on $8 million bond, facing four counts of kidnapping and three counts of rape. He's accused of abducting Michelle Knight, now 32, in August 2002; Amanda Berry, now 27, in April 2003; and Gina DeJesus, now 23, in April 2004. DNA tests indicated Castro is the father of a daughter born to Berry six years ago.
The brothers are in hiding after receiving death threats.
In the second installment of the CNN interview, they "want the world to know" they had no idea their brother was keeping the women captive in his home all those years.
Police arrested all three brothers Monday but Pedro and Onil said didn't learn the real reason they were taken into custody for 36 hours.
Both brothers said they would have called police if they had known what was going in Ariel Castro's house.
"I would have went straight to the police if I seen anything," Onil Castro 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 Castro said. "Brother or no brother."
They told CNN they had seen Ariel Castro with his daughter by Berry, a few times.
"I had no idea that, that little girl was his or Amanda's" Pedro Castro said. "I had no clue. That I learned this as the days go by, you know, after we got caught."
They also interacted with De Jesus' family, including attending vigils.
Onil Castro said to him, Ariel Castro is 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."
The brothers told CNN they are bitter and they are embarrassed by 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 Castro 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."