A NEW documentary has revealed the chilling moment Jon Venables told cops that James Bulger's final words were "I want my mum".

       In the chilling extract from the 60 Minutes documentary, due to air in Australia this Sunday, Venables is asked by an officer about what James had said to him.

       Jon Venables revealed James' last words before he was murdered

       The two-year-old's final words were 'I want my mum'

       The 10-year-old can be heard imitating James' voice as he told the investigators that the toddler had said: "I want my mum".

       On that fateful day in 1993, James' mum Denise Fergus had been shopping in a butcher's in Bootle, Merseyside with her two-year-old son.

       He had been running around the shop so she made sure to hold his hand.

       But when she took out her purse to pay, she let go of his hand.

       It was then that the two-year-old was led to his death by depraved Robert Thompson and Jon Venables in a story that shocked the nation.

       The little boy was seen on CCTV walking out of the shopping centre hand-in-hand with one of his killers in one of the most chilling images of the 20th century.

       LAST MOMENTS

       Venables and Thompson told passers-by that the distressed toddler was their younger brother or that he was lost and they were taking him to a local police station.

       The two 10-year-old's kidnapped, tortured and sexually abused the tot before leaving his body on a railway track.

       Twisted Venables and Thompson then weighted his head down with rubble and lay him across railway tracks hoping he would be hit by a train to make the murder look like an accident.

       James, who suffered 42 injuries in total, was sliced in half by a train and his body was discovered two days later.

       Thompson and Venables were found guilty and sentenced to a minimum of eight years in prison, making them the country’s youngest killers.

       I shouldn't have let go.

       Denise Fergus

       Also featured in the documentary is the unsettling confession of Jon Venables who told police that it was Robert's idea to kill the toddler.

       "It was Robert's idea to kill him," a young Venables can be heard saying.

       James' mum Denise opened up about her son's murder in a new TV documentary admitting: "I shouldn't have let go."

       Fergus emotionally described her regret over the moment she let go of James' hand as she took out her purse to pay for her shopping on February 12, 1993.

       "I shouldn't have let go of his hand," Denise is heard saying in a trailer for the new documentary.

       "That was the biggest mistake of my life. I shouldn't have let go."

       At 18 years old, Venables and Thompson were both released from a young offenders’ institution under licence in June 2001.

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       After intensive rehabilitation, the pair were handed new identities.

       Venables' new identity has been changed twice after he told friends he was a convicted murderer.

       Both of their identities are protected by a worldwide injunction.

       Jon Venables walking out of the shopping centre in Merseyside

       Robert Thompson was 18 when he was released from a young offenders’ institution in 2001

       Audio of police interview containing Jon Venables' admission to killing Jamie Bulger