Jennifer Gates, 25, shared a message in an Instagram story on Monday after her parents announced their divorce.
She said it was a “challenging stretch of time” and that she was “still learning how to best support my own process and emotions as well as my family members”.
Jennifer said: “Hi friends, by now many of you have heard the news that my parents are separating.
“It’s been a challenging stretch of time for our whole family.
“I’m still learning how to best support my own process and emotions as well as my family members at this time, and am grateful for the space to do so.
“I won’t personally comment further on anything around the separation, but please know that your kind words and support mean the world to me.
“Thank you for understanding our desire for privacy while we navigate the next phases of our lives.”
She signed the message off: “With love and respect, Jenn xx.”
Bill, 65, and Melinda, 56, who have three children, announced their divorce in a Twitter post on Monday after 27 years of marriage.
The billionaire couple said: “After a great deal of thought and a lot of work on our relationship, we have made the decision to end our marriage.
“Over the last 27 years, we have raised three incredible children and built a foundation that works all over the world to enable all people to lead healthy, productive lives.
“We continue to share a belief in that mission and will continue our work together at the foundation, but we no longer believe we can grow together as a couple in the next phase of our lives.
“We ask for space and privacy for our family as we begin to navigate this new life.”
The pair first met when Melinda joined software company Microsoft, which Bill co-founded, as a product manager in 1987.
They tied the knot in 1994 on the Hawaiian island of Lanai.
They set up the Bill & Melinda Gates Foundation in 2000, which fights poverty, disease and inequality around the world.
Bill – who is the fourth-richest person in the world, according to Forbes – stepped down from Microsoft’s board last year to focus on his philanthropic work.
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