Martin Short has lived through a "nightmare" few months following the death of his daughter Katherine.

The Only Murders In The Building star - who lost his wife Nancy in 2010 after a battle with ovarian cancer - was left devastated when Katherine took her own life in February at the age of 42 and he's now reflected on his grief for the first time in an interview with CBS News Sunday Morning.

Martin said: "It's been a nightmare for the family. But the understanding [is] that mental health and cancer, like my wife's, are both diseases, and sometimes with diseases they are terminal.

"And my daughter fought for a long time with extreme mental health, borderline personality disorder, other things, and did the best she couldn't until she couldn't.

"So, Nan's [Nancy's] last words to me were: 'Martin, let me go.' And what she [Katherine] was just saying [was]: 'Dad, let me go'."

The 76-year-old TV star - who is the subject of new Netflix documentary Marty: Life Is Short - went on to admit he's been struggling with tragedy since last year after losing his sister-in-law, as well as his friends Diane Keaton, Rob and Michelle Reiner and Catherine O'Hara.

He added: "Suddenly, last October, I lost Diane Keaton on the same day I lost my sister-in-law, Nancy's sister, to cancer. Then Rob and Michelle [Reiner] have been my lifelong friends for 40 years …

"And then Catherine O'Hara and then my daughter. I mean, it's been in four months. Staggering."

Martin's life has been full of sadness as he was just 12 years old when his elder brother David died in a car crash and he went on to lose both of his parents, Olive and Charles, in quick succession before he'd reached the age of 21.

However, the actor is convinced dealing with so much loss has helped him get through the tough moments when they come.

He told the TV show: "What it developed in me was this muscle of survival and handling grief and a perspective on it," before later adding: "You head for the light."

Martin also revealed his grandchildren have been helping him through the dark times, saying: "My son Oliver and his wife are temporarily living in Newport Beach, because their house burned down [in the California wild fires].

"And I must say, when I was getting in the car that day and I was thinking, 'Okay. I'm 75[sic]. Why am I continuing? Like, really why? I'm not gonna crash my car, but why? What is the point of this?'

"And then I got to Newport, and these two grandsons, five and four, just jump: 'Papa! Let's play giant!' And suddenly you go: 'Oh, that's why. That's why. Okay'."