Los Angeles - Kylie and Kendall Jenner are still in "a state of total confusion" over their father's transition.
The Keeping Up With the Kardashians stars supported their father, who is now known as Caitlyn Jenner, at the ESPY Awards on Wednesday night but are reportedly feeling as though they've lost their dad.
A source shared: "They miss having their dad and they are still in such a state of total confusion over the transition.
"Obviously they support Caitlyn, but they are also missing the role that Bruce played in their lives."
Caitlyn - who was known as Bruce before her transition - is now said to be more of a mother figure to Kendall, 19, and Kylie, 17, than their mum Kris Jenner.
An insider told gossip site RadarOnline.com: "Even though Caitlyn told them that their father is not going anywhere, they cannot help but feel that they are without a dad right now.
"Caitlyn is definitely their mother right now and, in a sad way, is more of a mom than Kris ever was to them.
"She is embracing her femininity, which is great, but Kendall and Kylie cannot look at her as their father any more."
Meanwhile Caitlyn Jenner spared no filter in expressing how "blessed" she feels to have such "wonderful" children.
The 65-year-old former is extremely thankful for the support of biological kids Brody, Burt, Brandon, Kendall and Kylie Jenner and Cassandra Marino, and stepchildren Kim, Khloe, Kourtney and Rob Kardashian.
Speaking to Robin Roberts backstage at the ESPY Awards, she said: "I am just great to be in a position where myself and my family have been so supportive of what is happening.
'You know, my kids are great.
"My kids are absolutely wonderful. I am blessed to have just wonderful children."