The 17 year-old star made the heartbreaking admission during Sunday night's episode of "Keeping Up with the Kardashians" (KUWTK), reported Daily Mirror.
Kylie was seen withdrawing from her family after being told that her father Bruce was transitioning into a woman.
Older sister Khloe suggests that the blue-haired star go to therapy to talk about her issues, but Kylie dismisses her suggestion, saying therapy only really works for people who want it.
"I feel like I go through these times where I hate my life," Kylie declares.
Bruce then says: "Kylie's the one we're really worried about... She's having a hard time dealing with this. I do everything I can to try to stay in touch but she doesn't want to talk about it. She's just shut me out lately."
"My big concern is just that we've had such a close relationship for so many years and my kids are everything to me... I don't want her to go away, emotionally."
Kim then decides to organise a family ski trip to try and coax Kylie to talk. But the teen isn't ready to address her feelings.
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