Frank died at age 84 on Aug. 9 in Greenwich, Connecticut.
"It is with the deepest sadness that we announce the sudden passing of our beloved husband, father and friend, Frank Gifford," the Gifford family said in a statement to ET. "Frank died suddenly this beautiful Sunday morning of natural causes at his Connecticut home."
"We rejoice in the extraordinary life he was privileged to live, and we feel grateful and blessed to have been loved by such an amazing human being. We ask that our privacy be respected at this difficult time and we thank you for your prayers," they added.
After the legendary broadcaster's passing, Cassidy shared a couple of emotional pictues. In one, the 22-year old wrote, "I lost my best friend... His kindness was infectious, and his grace, beyond compare. And despite the worldly passing of an incredible man, I undoubtedly know heaven gained one stud of an angel."
Kathie Lee Gifford revealed in August that when her husband died, the family initially had a tough time reaching Cassidy.
"The hardest part of the day other than finding Frank was that we couldn't get in touch with Cass because she was in the air," Kathie Lee said of breaking the news to her 2, who had a stopover in St. Paul, Minnesota.
"I wanna thank my friend Gail over at Delta Air Lines," Gifford continued. "She said to us, 'We will find the nicest person we have working in St. Paul' -- and there are a lot of nice people in St. Paul -- 'and we will have her meet the plane.'"
Always independent, Cassidy talked to ET in July about forging her own path.
"It's important for me to have my career completely compartmentalized and separated from my mom's," she said. "It's hard because 90 percent of the time there's a preconceived notion about me going in for an audition, or anything, whatever it is. But at the end of the day, she's a mom and she wants to share in the experiences and be a part of it."