Despite scenes in The People v. O.J. Simpson: American Crime Story – Ryan Murphy's retelling of Simpson's murder trial – that show the fictionalized version of Jenner (Selma Blair) talking to mutual friend Faye Resnick (Connie Britton) about their shared knowledge of the abuse, Jenner tells PEOPLE she had no knowledge of her close friend's suffering at the time.
Jenner says that, even now all these years later, her "heart breaks" when she thinks about the alleged physical torment at the hands of ex-husband O.J. Simpson that Nicole reported to authorities.
"I saw all the pictures and the police reports, and I heard the tapes of her calling 911, and that was stuff I didn't know anything about [at the time]," Jenner says. "It's wild that she kept that from us. So I feel bad. I beat myself up because I feel like I wasn't paying attention. Like, How did I miss this?"
Jenner continues, "They say it's very typical in an abusive relationship that the woman doesn't really speak out about how she's being treated. And that I will always feel sick about it – that she didn't really or couldn't tell any of us what was going on."
"I look back on some of that stuff and I go, 'Oh, now I get it,' " she continues. "Some things come to my memory and then I realize that's what was going on there."
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The 60-year-old said she's learned from her loss, however, because "it's made me a better friend" to her loved ones.
"I try now in my relationships with my friends and my girls and my kids, my son, to pay attention to things like that," Jenner tells PEOPLE. "I'm a little more annoying and in your business, but it's really taught me that if I feel like something is wrong with somebody or somebody needs me, it probably means that something is wrong. I follow my intuition."
Jenner wasn't the only one in Nicole's life that was left in the dark when it came to her well-being.
The late model's sister Tanya told PEOPLE in last week's cover story that she hadn't learned about the beatings Nicole had suffered at O.J.'s hands until after her 1994 death.
Said Tanya: "Everybody equates Nicole with being a domestic violence victim, which she was, beyond belief."