Casey Anthony's Parents Defend Themselves in First Interview

Casey Anthony Parents George & Cindy Anthony Interview on Dr Phil Show
George and Cindy Anthony
Splash News Online

09/12/2011 AT 09:30 AM EDT

Two months after their daughter was acquitted of murdering their granddaughter, Casey Anthony's parents, George and Cindy Anthony, have broken their silence and granted an interview to Dr. Phil McGraw, who confronts them about certain aspects of the case.

In excerpts that aired Monday on NBC's Today show, McGraw asks Cindy about her distraught MySpace message that began "My Caylee is missing," which she posted on July 3, some 12 days before 2-year-old Caylee Anthony was reported missing. Did Cindy know Caylee had vanished?

"Caylee was missing in my heart that day. She wasn't missing physically. I thought I knew where she was at," Cindy says. "I wanted Casey to know how much she was hurting me. And I thought she was purposely keeping Caylee away from me."

McGraw also asks both parents about the smell in the trunk of Casey's car. What do they believe caused that odor now?

"Truthfully, to this day, I don't know, to be honest," says Cindy. George adds: "Do I want to believe Caylee was back there? I don't want to believe it. I'm going by what the investigators have told me. All I know is that Caylee is not with us anymore. I know that. I know that."

Cindy also defends George against the suggestion that he knew of Caylee's disappearance. "George would have never have put us through those six months of not knowing where Caylee was if he knew where Caylee was," she says. "I watched his heart break every single day. And I watched him as frantic as he was."

The full interview – for which McGraw's production company reportedly paid a fee to Caylee's Fund, not directly to the Anthonys – will air Tuesday and Wednesday on his TV show.

For more on Casey Anthony's true-crime drama, based on PEOPLE's unparalleled access at key moments of the case, buy PEOPLE's book Outrage, available now at

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