Phillip, 57, has been quick to thank his family for their support after announcing on a social media statement, and later on TV, that he is gay.
He told The Sun on Sunday: "Our daughters have always been a credit to us. And I am so proud of them.
"When you test them to this degree you wonder. But they have been amazing.”
Phillip also said that he thought Ruby and Molly had "picked up" that there was something wrong before he came out to them.
He said: "Even before we told them, they picked up that something was wrong.
"That I had been very low. The whole family picked up on it."
Phillip's revelation comes after both daughters have made their feelings clear about their dad making the announcement, with both of them posting to social media.
Molly posted a photo of the family smiling together on holiday, and wrote alongside it: "Love you always, so proud of you".
Meanwhile Ruby favourited a cryptic tweet by Khloe Kardashian about "living your truth and following your desires" just days before Phillip's announcement.
The post read: "Tomorrow isn't promised to us. So live as if today is your last day on earth.
"Love like you've never loved before. Dream deeper than you've ever imagined you could dream.
"Experience all that your heart desires. If tomorrow you wake and everything still remains, REPEAT."
Phillip's wife of 27 years Stephanie also broke her silence as she told The Sun on Sunday: "We've had to face the most emotionally painful time in our 27 years of marriage."