Markham, who appeared with her husband on the show, said her parents, Byrd and Melanie Billings, traveled a lot, and that her mother asked that the children be kept together, not placed in group homes or foster care.
"I told her, `You don't ever have to worry about that."' Markham, who has declined numerous interview requests from the national media, allowed the show's cameras into the home west of Pensacola, Fla., where her parents were killed and where she and her husband, James "Blue" Markham, now raise the children.
She said after sleeping on the couch when they first arrived, she and her husband now sleep in the bedroom where her parents were shot during what authorities say was a home-invasion robbery.
"I just developed a certain peace, almost like her (Melanie Billings) telling me, `It's OK, you can do this,"' Markham told Winfrey.
Markham did not discuss the details of the slayings or the eight people who are charged in the July 9 attack that occurred while the children were at home.
But during a segment in which a film crew from Winfrey's show visited the house, Markham and the children - who have special needs ranging from Down's syndrome to autism to fetal alcohol syndrome - did talk briefly about the night of the shootings.
"I can only imagine what they were thinking and what they saw," Markham said.
Authorities in Florida say their dozens of interviews have revealed a complex web involving the suspects and their ties to Byrd Billings, his used car financing business, gangs, drugs and the Mexican underworld.
A safe taken from the home contained nothing of value, but a second safe that wasn't stolen had $164,000 in cash, authorities said. An attorney for the family has said the suspects might have been targeting the second safe.
Investigators said Patrick Gonzalez, 35, the man police have described as the ringleader, suggested to authorities that a group of car dealers with a grudge against Billings wanted him "whacked."
On Wednesday, however, Escambia County Sheriff David Morgan told Winfrey: "The closest thing that ... that we could tie their, their dad to this crime was that he had the misfortune, I repeat, misfortune of doing some business with some people that were very bad and that he was not involved in."
The Billingses adopted 13 special-needs children and had two biological children each. Nine of the children, all between the ages of 4 and 11, were home when their parents were killed.
At least one knew she heard shots fired, but she didn't know what it meant.
"I heard shooting guns and all of that downstairs, but I thought it was my dad yelling at the dog for eating a shoe or something," Adrianna said.
A boy who was not identified in the clip said of his parents' death: "They died by some mean guys shot them."
Associated Press Writer Melissa Nelson in Pensacola, Fla., contributed to this report.