"Well, I don't know what happened," he admits. "She'd been taking some pills, which I advised her not to take. The last I'd talked with her, the night before last, she was happy, planning a trip to California to look at colleges. She doted on her daughter."
Asked how the rest of the family is doing during this time, Brosnahan says, "I think they're all right. We're a large family and all close."
"We'll get through it," he adds. "But we certainly miss our bright, sunshiney little person."
Despite the heartbreak they're feeling right now, Brosnahan hopes that his daughter's death will shed some light on suicide and depression -- and serve as a reminder to those who are struggling that help is always available.
"One thing we feel is that any talk that they do that helps somebody else, Katy would have liked that," he says. "She was always giving and charitable. If that helped anybody avoid anything -- fine, she'd be delighted."
The NYPD confirmed to ET on Tuesday that Spade, 55, was found dead in her Manhattan apartment of an apparent suicide, and her body was discovered by an individual that was employed by her. The NYPD also confirmed to ET that Spade left a note and the method of suicide was hanging.
"We loved Kate dearly and will miss her terribly," Spade's family said in a statement released to the New York Daily News earlier this week. "We would ask that our privacy be respected as we grieve during this very difficult time."
Spade is survived by her husband, Andy, and their 13-year-old daughter, Frances Beatrix. Hear more in the video below.
If you or someone you know needs help, please call the National Suicide Prevention Lifeline at 1-800-273-TALK (8255).