Bruce, 65, made the brave admission during his interview with Diane Sawyer for ABC on Friday, and Kim, 34, has admitted it's been hard to cope with.
Appearing on the Today Show, Kim said: "I think there's still an adjustment and there's, you know, family therapy. And we're really close."
Kim also dismissed rumours that certain members of her family haven't been supportive of her stepfather's decision.
She continued: "You know, I see reports that said 'this one doesn't support him and my mum feels this way'. And it's all really so made up."
Bruce confessed that Kim has been the 'most supportive' of all the family and that her husband Kanye West, 37, helped her accept his transition.
He told Diane: "They were talking about it. He said to Kim, 'I can be married to the most beautiful women in the world, I am, I could have the most beautiful daughter in the world and I do, but I'm nothing if I can't be me, if I can't be true to myself'. From Kanye, yes, since then Kimberley has been by far the most accepting."
Meanwhile Kim's ex-husband Kris Humphries has apologised for an offensive tweet he sent during Bruce's highly anticipated interview.
The basketball player tweeted: 'Man, I'm glad I got out when I did'. But, after receiving criticism, he insisted 'fully supports' Bruce.