In radiosurgery narrow photon beams, the depth of maximum dose d(max), in the beam central axis increases as the size of the additional collimator increases. This behavior is the opposite of what is observed in radiotherapy conventional beams. To understand this effect, experimental depth dose curves of the additional collimators were obtained for a Siemens KD2 linear accelerator in 6 MV photon mode and the shift of d(max) varied from 11.0 +/- 0.6 mm for the 5 mm collimator to 14.5 +/- 0.6 mm for the 23 mm collimator. Monte Carlo simulations showed that the photons that had no interactions in the additional collimators, contributing more than 90% to the total dose in water, were responsible for the shift in d(max). Monte Carlo simulations also showed that electrons originated from these photons and contributing to the dose deposit in water in the beam central axis could be divided in two groups: those that deposit energy far away from their point of origin (the point of the first photon collision in water) and those that deposit energy locally (originated at more than one photon collision in water). Applying a simplified model based on the fact that the photons originating Compton electrons (at the first and subsequent collisions) have similar characteristics in air for all the additional collimators, it was shown that these electrons were also responsible for the shift of d(max) in the beam central axis. Finally, it was shown that the changes in the initial gradients of the depth dose curves of the additional collimators were mainly due to electrons originated from the first photon collision in water.