The reality star says the incident was "incredibly traumatic" for her older sister.
Khloe Kardashian is the first to speak out from the Kardashian-Jenner family about her sister, Kim Kardashian West, getting robbed at gunpoint last week while asleep in her apartment in Paris, France.
Khloe shares on Tuesday's Ellen DeGeneres Show that her older sister is "not doing that well."
"I mean, it’s incredibly traumatic what happened to her," she says. "But our family is super close and great and we’ll get through it together and we do appreciate all of your guys’ love and support. It will take time. You know, it was horrible what happened to her."
Kim had an estimated $10 million worth of jewelry stolen, including her new $4 million engagement ring from husband Kanye West. The 35-year-old reality star faced criticism after the robbery for oversharing on social media, which some say made her more vulnerable to being robbed.
While many celebrities spoke out in defense of Kim, the famous family did halt their excessive social media activity for a time, while the mother of two has yet to post anything since the robbery. "I think it’s just a wake-up call to make a lot of life adjustments," Khloe -- who recently cancelled some of her book appearances for "safety reasons" -- explains to Ellen. "This is a really serious matter for Kim."
The 32-year-old Keeping Up With the Kardashians star says her sister experienced "emotional terror" and it's hard to move on from that. "It’s a wake-up call for all of us," she reiterates. "But definitely just to make sure our sister is OK."
EXCLUSIVE: Kim Kardashian's Robbery Was a 'Major Reality Check,' Now Taking Time Off
Khloe also speaks to the drama surrounding her brother, Rob Kardashian, after he tweeted out his sister Kylie Jenner's phone number, claiming that his sisters were throwing a baby shower for him and not inviting his pregnant fiancee, Blac Chyna. Rob later admitted that it was all a misunderstanding, and Khloe further explains on Ellen that she and her sisters were planning a "D.I.L.F" baby shower for their brother and that Chyna was in on it.
"It was a surprise for him, but it was a surprise, so he didn't know that portion," Khloe says of the shower that was meant to be for Rob and his guy friends. "So, he didn't take it that way. He didn't show up, so he didn't know it was a male baby shower."
WATCH: Keeping Up With the Kardashians Filming Placed on Hold Following Robbery
A source close to the situation also told ET that Rob "misunderstood the entire thing and overreacted."
"The girls knew Chyna couldn't make it, and Chyna was cool with it," the source said. "But Rob thought something was being done behind closed doors to make sure she couldn't be there."