Her father Larry Birkhead revealed that Dannielynn made the inquiry on a vacation to the Caribbean island where both her mother and half-brother, Daniel, are buried.
He told 'Good Morning America' on Monday (19.06.12): ''She said, 'Why did mummy die?' I said, 'You know, they, doctors couldn't fix her. But if you're good ... you'll get to see her someday.'''
Anna Nicole died from an accidental prescription drug overdose at the Seminole Hard Rock Hotel And Casino in Hollywood, Florida in February 2007.
The 39-year-old admitted that being a single dad is both challenging and fun.
He continued: ''I never knew it was going to be this hard. I enjoy every day and every day is an adventure. You wish you had a couple more hours in each day.
''I hope that she understands that no one's perfect and people have triumphs and people have tragedies. And her mum really... soldiered on and she came from nothing and she, you know, lived her dream.
''But I also want to make things a cautionary tale ... and give her the tools that she needs to where she has the opportunities that her mother and Anna's son, Daniel, you know, won't have.''