The 21-year-old supermodel said there were times when she thought her father, who was known as Bruce Jenner before she transitioned, was cheating on her mother Kris Jenner because of the level of secrecy, reported Us weekly.
"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'.
"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," Kendall told Harper Bazaar.
Kendall continued, "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.