"My brother is, I mean was ... You have to forgive me, because it's really hard to believe he's passed."

Janet Jackson lost her older brother on June 25 in a blow to America's most famous musical family. Now, for the first time since his death, the clan's youngest sibling is opening up in Harper's Bazaar magazine about the devastating loss and its fallout, her bond with Michael and she reveals personal memories about the King of Pop including their last hours together.

"We had so much fun that day," she said of May 14, the last day she saw Michael. The family was having a big get together, complete with rowdy kids and a Thai food meal. "We kept calling each other after and saying how great it was." More excerpts from Janet's first interview after the jump.

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Janet Jackson in Harper's
Janet Jackson opens up about her late brother Michael in the October issue of Harper's Bazaar. Check out photos from the cover shoot >>
Harper's Bazaar
Harper's Bazaar

Janet in Harpers Bazaar

    Janet Jackson drapes herself elegantly in a Donna Karan New York dress for the October issue of Harper's Bazaar.

    Harper's Bazaar

    Janet flashes her legendary smile during the cover shoot for Harper's Bazaar.

    Harper's Bazaar

    The October newsstand cover of Harper's Bazaar.

    Harper's Bazaar

    Subscriber's of Harper's Bazaar will receive this version of the cover.

    Harper's Bazaar