“You know that I came here to kill you.”

With those chilling words, Jamie Burns (Matt Bomer) began his final bloody exit on Thursday night’s Season 3 finale of “The Sinner,” the USA crime drama anthology that puts wily, nearly retired detective Harry Ambrose in the midst of some strange police investigations. Tracking down Burns, who killed three people during the course of the eight-week series, may have been the most peculiar case Ambrose has worked on.

“It’s exceptional, the sense of being close to somebody who’s sharing a lot of intimate connections but also recognizing that he’s violating the law and has to be brought down,” Pullman tells The Post.

A charismatic private school teacher with a beautiful wife (Parisa Fitz-Henley) and a newborn son, Burns’ behavior confounded everyone. The arrival in town of Nick (Chris Messina), a college roommate with whom Burns played life-or-death games, seemed to set him off. Shortly after their reunion, Nick was killed in a bizarre car accident that sent him flying through the windshield. He bled to death on the hood of the car while Burns watched.

Creator Derek Simonds established Ambrose’s knowledge of Burns’ guilt early on, but the detective went so far out of his comfort zone to get a confession out of Burns that he ended up playing one of those life-and-death games with him. In the series’ most bizarre scene, Ambrose agreed to let the younger man bury him alive to win his trust.

“Some of it was the closing down of options for Harry to be able to get a standard confession out of Jamie and gather evidence in a timely fashion before another murder happened,” says Pullman, 66. “Personally, there were doubts about Harry by his daughter and closing him off to access to his grandson, Eli. All of that put him through a bottleneck of not considering his own welfare.”

After Burns released Ambrose from captivity, he secretly recorded a detailed confession in which he admitted to killing Nick and another man at a party in Brooklyn. It proved inadmissible in court and, when asked by the judge to explain himself, Ambrose falls silent. “When you think his personal hangup is being able to communicate directly, that’s a moment where you wish he would have been able to overcome it,” Pullman says.

Ambrose’s final standoff with Burns was also the last scene on the last day of shooting for the season, and the mood on set was somber. Burns bleeds to death after Ambrose shoots him in the stomach, a fitting end that brings the series full circle. “It added to that sense of finality, the gravity of facing death with someone that you’re close to,” Pullman says. “You’re both trying to let them go quietly and at the same time feeling guilty for making it happen.”

For all of his guilt, Ambrose achieves a kind of catharsis as a result of the ordeal of the case, shedding tears in front of his new lady friend, artist Sonya Barcell (Jessica Hecht). Retirement has been mentioned as a possibility for the detective, but Pullman isn’t saying yes or no.

With Simonds decompressing after finishing the season, he doesn’t know much about the future of the series. Pullman has returned to his home in LA after production on his next project, a five-episode Ryan Murphy series on the life of designer Halston, with Ewan McGregor in the title role. Pullman plays Norton Simon CEO David Mahoney, whom Halston worked with. “It’s a very different character than Ambrose,” he says. “Mahoney was pretty famous at the time for being a street-savvy CEO.”

Production in New York was halted in the middle of the second episode because of the coronavirus outbreak.

“We’ll get back to it,” Pullman says.