Megyn Kelly Opens Up About Her 'Firecracker' Sister's Death and Her Struggles with Addiction

Megyn Kelly is honoring the life and legacy of her late sister.

After announcing the death of her older sister Suzanne Crossley this week, the media personality, 51, remembered her late sibling as "a firecracker, strong, funny, wise but still vulnerable," while paying tribute to Suzanne on Thursday's episode of SiriusXM's The Megyn Kelly Show.

"I was with her at the end, holding her hand. She wouldn't have liked my spidery fingers on her. I did it anyway. I told her it was okay for her to rest, to be with our dad and our nana who she loved so much. Then, she was gone," she said.

"We were supposed to take care of our mom together – to commiserate on life's challenges, to watch our kids grow up and become parents themselves," Kelly continued. "She left too early."

She explained that "life was not easy" for Suzanne — who died at age 58 — after she had to raise three kids by herself without a job, following the end of her marriage. Additionally, she suffered from drug addiction amid the opioid epidemic.

John Medina/Getty Megyn Kelly

RELATED: Megyn Kelly Shares Her Sister Died over the Weekend: 'Hug the People You Love'

"Life threw many challenges at her – she got swept up in the opioid crisis thanks to a doctor who told her a minor pain killer was not addictive. Later, she got clean and sober and rebuilt her life. I once asked her if I could talk about this publicly and she said it was okay," Kelly said.

"We actually had plans for her to come on and talk about it all one day. She told me shortly after I launched the show that she wanted to tell her story. That she thought it might help people," she continued. "I always imagined us having that conversation and it being a triumphant moment for her – a time she could tell the world that, like so many, she had faced real struggle but had survived and even thrived. We never got around to it."

Kelly noted that her sister, who was about six-and-a-half years older than her, "felt more like another mother figure than a sister," teaching her how to tie her shoes, read and use makeup.

"From letting me sleep on her floor when I had nightmares as a kid to introducing me to the wonders of Robby Benson, John Travolta and Shaun Cassidy, my sister often found ways to improve my life," Kelly said.

The Fox News alum also recalled when Suzanne woke her during "the most painful night of our lives" in 1985 to tell her their father suffered a heart attack, which ultimately killed him.

RELATED VIDEO: Megyn Kelly on Leaving Fox News So She Could Watch Her Kids Grown Up: 'I Hadn't Tucked Them Into Bed on a Weeknight in Three Years'

"Suzanne and I would find ways to make our mom laugh, to commiserate when we felt powerless to help her, to pick up the slack around the house when my mom was in too much pain to do it," Kelly mused. "Whenever I needed to feel better about things, I called Suzanne. She had this special power of knowing exactly what to say."

Kelly expressed regret over not being closer to her sister as they both became preoccupied with their adult lives. "The love of a sibling is more complicated than that of a parent. The relationship has different layers to it. How I wish I had nurtured our connection more recently," she said.

"Suzanne never got to take that victory lap with all of you," Kelly added. "To tell you her story of great struggle and triumph. Of a life not adorned with material riches but filled with emotional treasure. Of a sisterhood in which roles evolved over time but one in which one thing remained constant: love was always present."

Never miss a story — sign up for PEOPLE's free daily newsletter to stay up-to-date on the best of what PEOPLE has to offer, from juicy celebrity news to compelling human interest stories

Kelly announced on Monday's show that Suzanne died of a heart attack last Friday after she hadn't "been in very good health over the past couple of years." She noted that she was going to the funeral following the taping, and revealed that her sister's death reminded her of what's important.

"It's just a reminder to hug the people you love, how short and tenuous life is, and how important it is to stay close to the people you love," she said. "We can't all be perfect on that front, but we can make a little effort day by day just to shoot a text or return a call."

If you or someone you know is struggling with substance abuse, please contact the SAMHSA helpline at 1-800-662-HELP.