Lora Robinson said she had no explanation for her brother's alleged crimes and that she was "extremely disappointed" in the San Diego County Sheriff's Department's investigation.
"They should come back to us and explain what happened," she said. "They could come forward with evidence - evidence and facts instead of verbally coming out and saying he did it. Where's the proof?"
James DiMaggio was killed by FBI agents in Idaho on August 10 following a multi-state manhunt prompted by the alleged abduction of Hannah Anderson from the San Diego area. The two were discovered camping in a remote wilderness area. Anderson was rescued and returned home to San Diego.
At the time of the disappearance, Hannah's 8-year-old brother Ethan was found murdered at DiMaggio's burned San Diego-area home. Ethan's and Hannah's mother, 44-year-old Christina Anderson, was also found murdered at the location.
Robinson said she was also seeking return of evidence that was seized in the investigation, including letters that Hannah wrote to her brother.
Robinson said nothing seemed amiss with her brother when they spoke three days before firefighters found his home burning. When she saw him three weeks earlier, they stayed up late laughing and eating pasta.
"I would like to remind you that at this point my brother is still a suspect, he is not a killer, he is accused. And again it is alleged," Robinson said on CNN's "Piers Morgan" program.
Robinson holds out the possibility her 40-year-old brother is a victim, casting blame on Hannah Anderson.
"I remember very vividly telling my brother, she's trouble. I said, you need to watch out for that one. She's trouble," said Robinson.
"In my heart of hearts, I think that Hannah perhaps got herself into a situation that she couldn't get herself out of. And I do believe that my brother gave his life to protect her," she said.
A DiMaggio family spokesman said last week the family wanted DNA to test whether James fathered 16-year-old Hannah Anderson and 8-year-old Ethan Anderson. Robinson said Tuesday that she had not asked for DNA and does not plan to. Robinson said the request was prompted by rumors that her brother fathered the children but that she doesn't think a test is needed.
The Anderson family said last week that DiMaggio didn't meet Brett and Christina Anderson until Christina was six months pregnant with Hannah and that Brett Anderson's DNA was used to identify the remains of 8-year-old Ethan.
The Associated Press and CNN contributed to this report.