The singer, 43, told Harper's Bazaar magazine that continuous coverage in the US, "will drive you crazy", adding: "Not everyone is stone."
She also told the magazine she was "really proud" of niece Paris, who spoke at Jackson's memorial in the US.
Jackson's death, following a cardiac arrest, has been ruled as homicide.
In the interview, Janet Jackson reveals that she last saw her brother less than six weeks before he died.
"We had so much fun that day," she said, "We kept calling each other after and saying how great it was."
She was working on a film in Atlanta when she got the call that her brother had died and immediately returned to Los Angeles.
Jackson also praises her mother, Katherine, saying: "I always wanted to have my mother's strength, but I didn't know if it was really there."
Jackson, who has battled weight problems in the past, also revealed she had turned to comfort-eating to cope.
She said: "I can be an emotional eater. Of late, I have been doing that, yes."
Earlier this week, it was revealed that Janet Jackson will perform a tribute to Michael Jackson at the 2009 MTV Video Music Awards on 13 September.
Janet Jackson在她的第一次采访中说, 在Michael Jackson 6月份突然死亡之后, 她没有关注过任何电视台的新闻.
这个43岁的歌手, 告诉Harper's Bazaar杂志社, 在美国铺天盖地,连续不断的的报道, " 会使你疯掉", 还补充说" 不是每个人都是石头."
她还告诉该家杂志社, 她是真的为在Jackson在美国的追悼会上讲话的侄女Paris感到"骄傲".
Jackson随着心脏停止跳动而死亡, 已经被裁定为谋杀.
在采访中, Janet Jackson 透漏, 她最后一次见她哥哥距他的死亡不到6个星期.
" 在那些日子里, 我们有那么多的快乐", 她说,"在那以后, 我们给对方打电话, 说那是多么美好的时光."
当她接到哥哥死亡消息的电话时, 她正在Atlanta拍电影, 然后她立即返回Los Angeles.
Jackson还赞美她的母亲Katherine, 说:"我一直想拥有我母亲那样的勇气, 但是我不知道它是否真的在那儿."
曾经有体重超重问题的Jackson, 也透露说, 她曾经通过合理饮食来调节.
她说:"我可以是一个感情化的食者, 最近, 我在那样做, 是的."
这个星期初, 有媒体透露说, Janet Jackson将在9月13日的2009MTV音乐颁奖礼上, 为Michael Jackson做一个颂词.
homicide: 谋杀, 杀人者
reveal:显示, 透露