Jayden Parkinson, 17, was strangled by Ben Blakeley and then buried in his uncle's grave.
Jake Blakeley, 18, said he helped his brother dig a hole but had not realised it was to bury Jayden.
He told Oxford Crown Court he liked Jayden and would have had the "courage" to admit the crime if he had done it.
He denies preventing a lawful burial.
Ben Blakeley, 22, from Reading, was jailed for life in July for Jayden's murder.
Jake Blakeley said he helped Ben dig a hole in a field near Didcot the day after Jayden was last seen alive in early December 2013, but said Ben told him they were burying weapons.
His defence barrister Martin Steen asked: "Did you think you were digging a grave?"
"No," he said.
Days later he and Ben dug at a second site, this time at their uncle's grave at All Saints Church in Didcot.
Blakeley said Ben wanted his help to tidy it ahead of a family visit at Christmas, but said it needed to be done late at night because it was illegal to tamper with someone's grave.
He said Ben was "agitated" and threatened him with a knife.
The court heard the brothers dug for a few hours and then Ben produced a suitcase, saying he needed to bury a dead cat and dog.
But inside the suitcase was Jayden's body.
Under cross-examination, Jake Blakeley accepted he was involved in burying Jayden's body twice, but denied knowing it was her.
He said: "If I did it I'd have the courage to admit it.
"I care about Jayden. She did not deserve what happened to her. I have lost everything because of him."
Jayden's body was found on 18 December in the grave of the brothers' uncle at All Saints Church.
The trial is due to finish next week.
A teenager accused of helping his brother bury his murdered ex-girlfriend was told they were burying "a cat and dog", a court has heard.