The sister of Missing Manic Street Preacher Richey Edwards said it was difficult for her father to die without knowing the fate of his son.
Sunday marks 20 years since Edwards, from Blackwood, vanished.
His car was found abandoned near the old Severn Bridge, but no trace of him has ever been found.
Rachel Elias said when their father Graham was dying from cancer in 2013, he had to "face up" to the realisation that he may never know the truth.
Edwards was declared legally dead in 2008, but Mrs Elias said the family cannot come to terms with what happened.
"It was difficult because he [Graham] had to face up to that realisation - that we all may have to - we may not find out what happened to Richard. It was obviously difficult for my father.
"Going through his bereavement, I recognised the difference between that and someone who is missing.
"When someone dies you have that acute loss. It sounds like a cliche, that bereavement is a process - but it really is.
"But when someone goes missing you are left with this ongoing uncertainty. Not knowing makes it worse."
In 1994, Manic Street Preachers released their third album The Holy Bible, with many of the lyrics written by Edwards.
Leading up to the LP's release, Edwards was admitted to Whitchurch Psychiatric Hospital in Cardiff before being checked into the Priory Clinic after self harming and suffering with alcoholism.
On 31 January, 1995, Edwards and band mate James Dean Bradfield checked into London's Embassy Hotel ahead of a flight to America.
The following morning, when Bradfield went to wake his friend, there was no answer.
When hotel staff opened his room, they found it empty except for a handful of personal items.
Two weeks later, when his silver Vauxhall Cavalier was found at the now defunct Aust Service Station, it gave his family cause for hope as a steering lock had been fitted to the steering wheel.
Mrs Elias said: "Why would you worry about someone stealing your car if you were chaotically thinking of ending your life?"
The mental health worker said she would like people to remember her brother as a brilliant writer rather than a tragic figure.
"We've always been tremendously proud of Richard," she added.
"He always excelled at whatever he did at whether that was at school, college and university or with the band."