"I just don't understand why he chose me...how many other girls and how many other families...why was I chosen, why was I taunted?" she told "GMA."
The teenager was shown in silhouette and spoke on the condition that she not be identified out of growing fears for her safety.
Her older sister disappeared in July 2009. Her body was found in December on Gilgo Beach in New York's Long Island area along with the bodies of three other women. All found women were prostitutes who advertised on Craigslist, police said.
Barthelemy's sister said she was just 15 when she received the first in a series of calls from the man believed to be the killer. The calls eerily came from her sister's cell phone. The man sounded calm, despite his angry words, the teenager said.
"They were very taunting and angry words," she said. "[It was] very scary. My heart would stop and I just didn't know what to do. I'm scared of my own protection, the fact that he's calling my phone... I have to be worried about is that going to happen to me one day?"
She said that it was frustrating because the man would allow her to ask few questions about her missing sister's whereabouts.
"It was very frustrating, it broke my heart.... [We were] extremely desperate...her life depended on it," she said.
The girl said she believes the man isn't done with his killing spree.
"If he's doing that many murders he's not going to stop, he obviously enjoys it and he's sick in the head," she said.
Melissa Barthelemy's mother, Lynn Barthelemy, said that the family fears the killer might know what the younger sister looks like and might come after her.
"I'm afraid all the time. I always have to know where my daughter is. I constantly call her," Lynn Barthelemy said.
When the alleged killer first called the family, they thought Melissa might still be alive.
"He never said anything about what he had done to her," Lynn Barthelemy said.
The calls seemed methodical and planned out, Lynn Barthelemy said.
"They're really wasn't much to learn. It was like he knew what he was going to say... He would do the calls like he wanted them," she said.
The mother said she had no idea that her daughter was working as a prostitute.
"She told me that she was dancing in a nightclub…when she originally came to New York, she was working as a hair stylist in a salon," Lynn Barthelemy said.
Police have tracked the calls made by the killer to crowded places in New York City like Madison Square Garden and Times Square.
"It's part of the game, it's part of the fantasy, it's part of the thrill for them," said Brad Garrett, an ABC News consultant and former FBI investigator.
Making the calls in such a crowded place makes it difficult for police to use surveillance footage to track the killer.
"He used prepaid or throwaway cell phones, that he was only on the phone for perhaps up to three minutes...at least tells you he's savvy enough that if it's tracked down, it's not going to point to him," Garrett said.
It takes police three to five minutes to track a call, so the killer staying on the line three minutes or less hinders investigators.
The killer's intelligence and savvy has led some to think he might have experience in law enforcement.