Kim, who was in the UK with Khloe and oldest sister Kourtney to launch their new clothing line last week, said: "She has been doing so amazing, we're so proud of her."
She added: "I cried when she first walked out (on stage), tears were running down my face, I was like, 'I can't believe she's actually doing this'."
Kourtney added: "I'm so nervous when I watch her. Khloe's the best so I know she'll be fine, but I just get that nervousness as if it was myself."
The three siblings teamed up to create the Kardashian Kollection at Dorothy Perkins, and Kourtney revealed they work well together.
She added: "It's rewarding doing it together, I would not want to do it by myself. It's so fun with my sisters."