Speaking to celebrity interviewer Pete Timbs on WHO’s new podcast, WHO ARE YOU, Roxy recalls her parents 2013 separation after 30 years together as "not ideal".
"I was mature enough to go well if you're not happy, it's fine, whatever you need to do," she told Pete.
Sadly, Roxy and her family are no longer in contact with her father, who is in a relationship with designer Lisa Ho.
"My dad, unfortunately, seems to be one of these people who has been married before my mother to someone else, it's like he finds a next family, moves on and forgets the other family.
"So my dad has two other families. He has another family that was before us and now he has another one. That for me is very sad. I understand that no families are ever perfect, but it is nice to have that family unit for the kids."
Roxy revealed that her four-year-old son Hunter has never met his grandfather.
"I want my father to know my son, I would want him to see my daughter growing up. He isn't interested in that."
For the first time, Roxy spoke publicly about an altercation that occurred with her father in 2016 where a police report was filed.
"I was coming out of a restaurant and my dad set upon myself and my mother, whilst my two children were there," she explained. "It's something I will never forget."
The mum-of-two also claimed that she didn't hear from her father whilst she was battling breast cancer. "But that's just how it is," she concedes.
Roxy reveals a lot more in her chat with Pete, including what she did while her husband was in prison that she now deeply regrets.
She also tells the story of how she recently ended up spending $27,000 on her appearance after a drunken night out