The country singer, 58, opened up in her first interview since Naomi died at the age of 76 after sustaining a self-inflicted gunshot wound at home in Tennessee.
Wynonna, who began performing with Naomi as The Judds in the 1980s, said she felt “incredibly angry” about how her mother died.
She told CBS News: “I did not know that she was at the place she was at when she ended it, because she had had episodes before and she got better.
“And that’s what I live in, is like, ‘Was there anything I should have looked for or should I have known?’ I didn’t.”
Asked if her anger ever goes away, Wynonna replied: “No, I don’t think so, not for a while. And I’ll let you know. I’ll call you up and literally send you a note.”
Naomi died after suffering from depression for many years, which she previously said often left her feeling “immobilised”.
In 2017, she told NBC’s Today show: “I didn’t get off my couch for two years. I was so depressed that I couldn’t move… It’s hard to describe. You go down in this deep, dark hole of depression and you don’t think that there’s another minute.”
In a statement announcing her death, Wynonna’s elder half-sister Ashley Judd said: “Today we sisters experienced a tragedy. We lost our beautiful mother to the disease of mental illness. We are shattered.
“We are navigating profound grief and know that as we loved her, she was loved by her public. We are in unknown territory.”
Wynonna and Naomi were set to go on a The Judds reunion tour this month, which was announced just weeks before the latter’s death.
Describing her decision to go ahead with the tour as “important”, Wynonna added: “I feel like I have my marching orders [from Naomi].”
She said her first night on stage may involve her saying “something like, ‘It’s not supposed to be like this’, because it’s not”.
“It’s supposed to be the two of us. And I’m gonna be angry because she’s not there.”
With more than 10 million albums sold, 14 No 1 singles, and five Grammy Awards under their belt, The Judds were one of the most successful country music duos in history.
In July, Ashley opened up about her grief over the loss of her mother in a podcast with grief expert David Kessler.
She told his Healing podcast: “Mom was someone who had a mental illness. I needed to understand that her mental illness was a disease.
“I look back on my childhood and I realise I grew up with a mom who had an undiagnosed and untreated mental illness,” she continued.
“I understand that and know that she was in pain and can today understand that she was absolutely doing the best she could, and if she could have done it differently, she would have.”
If you are experiencing feelings of distress and isolation, or are struggling to cope, the Samaritans offers support; you can speak to someone for free over the phone, in confidence, on 116 123 (UK and ROI), email firstname.lastname@example.org, or visit the Samaritans website to find details of your nearest branch.
If you are based in the USA, and you or someone you know needs mental health assistance right now, call National Suicide Prevention Helpline on 1-800-273-TALK (8255). The Helpline is a free, confidential crisis hotline that is available to everyone 24 hours a day, seven days a week.
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