Connected to unknown device

Hello. When I try to connect headset to my computer or phone it automaticaly pairs with an unknown device. I don´t know what the device is (we don´t have anything that requires bluetooth in our home except of these 3 devices) and I can´t manage to make headset unpair it. Only by walking out of home and pair it somewhere where no other device except my phone is. But when I turn them off and on no matter what I do it will always connect to that unknown device. Is there a way to unconnect them from the unknown device without using the unknown device? Can someone help me with that issue?