Though she's talked about the incident in the past, the reality star takes Letterman through her thought process as she was being held at gunpoint.
"He grabbed me and I was wearing a robe and I wasn't wearing anything under it," Kardashian West recalls, breaking down in tears before attempting to compose herself. "He grabbed me and pulled me towards him but I wasn't wearing anything underneath. So I was like, 'OK, this is the time I'm going to get raped. Just deal, it's gonna happen. Just prepare yourself.' So I did... But then he tied me up with handcuffs and zip ties and duct tape."
Before the robbers put duct tape over her eyes, the KKW Beauty founder says she felt she was going to die.
"I saw him have a gun out to me. And I'm like, 'OK, this is it.' And I just kept on thinking about Kourtney," she says of her older sister who had been in Paris with her at the time. "I kept on thinking, 'She's gonna come home and I'm going to be dead in the room. She's gonna be traumatized for the rest of her life if she sees me.' We're sharing her room. [I'm] on her bed. But I thought that was my fate."
Thankfully, that never came to pass and her robbers were eventually arrested in a sting operation. Despite this, Kardashian West opens up about struggling with anxiety and trauma following the incident.
"I didn't even want to go to a restaurant because I thought, 'Someone will know I'm at this restaurant. They'll take a picture. They'll send it. They'll know my house is open. They'll know that my kids are there,'" she says of the year after the robbery. "I was just really scared of everything. I can't sleep at night unless there are a half a dozen security guards at my house and that has become my reality, and that's OK."
The Keeping Up With the Kardashians star, whose sisters Kourtney and Khloe Kardashian, momager Kris Jenner, and husband Kanye West were in the audience at the previously taped show, says she was ultimately glad she was the member of her family to go through the traumatic event.
"I remember calling all my sisters from the car, we were on a conference call, and I said, 'Guys, just thank God that was me. I'm very mentally strong and that would have f**ked all of your lives up for the rest of your life,'" she says as Khloe and Kourtney laugh in the audience.