Kendall Jenner's "heart dropped" when she first saw Caitlyn Jenner dressed as a woman.
The 'Keeping Up With The Kardashians' star stumbled on her father - who was known as Bruce Jenner before she transitioned - wearing women's clothes in the middle of the night when she wanted a glass of water.
Recalling what happened, she said: "My heart dropped. That's when she would dress as herself, at four in the morning, before we would get up. So that was like, 'Whoa,' for a second."
And the 21-year-old model admits there were times when she thought her father was cheating on Kris Jenner because of the level of secrecy.
She added: "It was like an investigation for a really long time. We would find little things and think, 'This isn't normal.' For a minute, we were like, 'OK, is he cheating?' And then we'd say, 'I don't think so.'"
However, whilst they were prepared for Caitlyn's official announcement, Kendall admits it was "emotional couple of months" for all the family.
She told Harper's Bazaar magazine: "When she told us, and told us that it was going to be a real thing, it was an emotional couple of months. And if I would talk about it, I would cry, just because you're mourning someone ... losing someone. The person is still there, of course, but physically you're losing someone.
"It was my dad who I grew up with my whole life and who raised me. It's an adjustment, for sure. But honestly, you start to realise that this person is still alive. This person is still here. They are still a blessing. They are still awesome. I realised that I should just be thankful that I still have my dad. It starts to just become normal. You're just like, 'OK, cool.'"
And the 67-year-old television personality is equally supportive of her daughter.
Caitlyn added: "We have a special bond. Because she's a lot like me in so many ways. Hardworking. Athletic. She loves the car stuff. And I couldn't be more proud of her."