(CLEVELAND) -- The two brothers of accused kidnapper Ariel Castro, who allegedly held three women captive for 10 years, said if they knew what was happening behind their brother's closed doors, they would have reported it to police.
Since their arrests, the brothers said they have received death threats.
Castro's two brothers -- Pedro and Onil -- were initially taken into custody with their brother but released last Thursday after investigators said there was no evidence linking them to the alleged crimes against Amanda Berry, 27, Gina DeJesus, 23, and Michelle Knight, 27.
The brothers told CNN in an exclusive interview that they fear people will not believe their innocence.
"People think Pedro has something to do with this. Pedro don't have nothing to do with this. If I knew I would have reported it, brother or no brother," Pedro Castro, 54, said.
Pedro said whenever he visited his brother's home it was filled with background noise.
"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," he said.
Pedro told CNN he did not visit the home much, but when he did, he was not allowed past the kitchen.
Onil Castro, 50, sat beside his brother in the interview, and shared similar thoughts.
"The people out there that know me, know Onil Castro is not that person. He's nothing to do with that," Onil said.
Ariel Castro, 52, was arraigned last Thursday in an Ohio court on charges of kidnapping and rape. Bond was set at $8 million. He has not entered a plea.
In the early hours of the investigation, Onil and Pedro's mug shots were distributed along with Ariel's connecting them to the grisly details behind the imprisonment of the three women and Berry's 6-year-old daughter, who was fathered by Ariel, DNA tests revealed.
"I could not never think of doing anything like that. If I knew my brother was doing this, in a minute I would call the cops," Pedro said.
New cellphone video has emerged during the tense moments Cleveland police arrived at Ariel's home and pried open the front door, freeing DeJesus and Knight. The women's first glimpse of freedom was caught on video by Ashley Colon and Jasmina Baldrich as they were driving down Seymour Street when they noticed the commotion and pulled over.
Moments earlier, Berry and her daughter Jocelyn escaped the home and made a frantic call to 911. Colon and Baldrich saw Berry tell her dramatic story for the first time to arriving police officers.
"We heard everything. She was saying we are in danger. Please protect me and she kept grabbing him," Colon said.
On Sunday, attorneys for the three women issued statements on their behalf, thanking authorities and neighbors for support.
Michelle, Amanda and Gina "are extremely grateful for the generous assistance and loving support of their families, friends and the community" and thank authorities "for the tireless efforts of numerous law enforcement officials," attorney James Wooley said.
Wooley then read statements directly from all three women.
Berry said, "Thank you so much for everything you do and continue to do. I am so happy to be home with my family."
DeJesus said, "I am so happy to be home and want to thank everybody for all your prayers. I just want time now to be with my family."
Knight said, "Thank you to everyone for your support and good wishes. I am healthy, happy and safe and will reach out to family, friends and supporters in good time."
In response to numerous media requests, the attorneys said the women "will not be participating in any interviews" at this time due to the pending criminal investigation and prosecution and, more importantly, Wooley said, because they want privacy "so that they can continue to heal and reconnect with their families."
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