Louis Brown Jr. died on Thursday at age 90 after a long battle with Alzheimer's disease, says Denise, 56.
"My dad was a class act and a gentleman who was always there for us – and for Nicole," she says. "He was a great dad. We are all devastated that he is gone."
Louis, who was an Army Air Force Captain who flew B-17 bombers in World War II and later became a successful businessman, died at 3:40 a.m. in his longtime home in Dana Point, California, surrounded by his wife, Juditha, and daughters, including Denise, Tanya and Dominique, she says.
He is also survived by his children from his first marriage: daughter Wendy, sons Rolf and Tracy and his grandchildren, including Sydney and Justin Simpson, who were just 8 and 5, respectively, when their mother was murdered at their Brentwood, California, home on June 12, 1994.
"My dad had had Alzheimer's for a while," says Denise. "When his condition took a turn for the worse last Wednesday, my mom called me and said to come home. I flew home from Italy as soon as she called. I got there at 6 p.m., and he passed away not even 12 hours later. My mom said he knew I was there. She said, 'He waited for you to come home.' He was at peace."
Denise says that her mother, Juditha, who was married to her father for 58 years, and her sisters, Tanya and Dominique, took care of him at home, around the clock.
"I'm so blessed to have been able to take care of him at home," Tanya, 44, tells PEOPLE. "I think he hung on for so long because he knew there was so much love in the house. I am the youngest and was always daddy's little girl. He was always my daddy first and became my friend later in life. He was always there for me. I could always lean on him. We all could. He was such an honorable man."
An Idyllic Life Shattered by TragedyDenise said she and her sisters spent their childhood and teenage years having "dinner with my family every night" and going on Sunday drives with her dad at the wheel.
To keep his teenage girls "busy and out of trouble," she says, he bought them their own horses. "He would take us to the stable all the time so we could ride. He gave us an incredible life."
All that changed when her sister Nicole and her friend, Ronald Goldman, were murdered. "It was devastating for him," says Denise. "It's not supposed to happen like that. No parent should ever have to bury a child." (He had already lost a daughter, Margit, from his first marriage, to a longtime illness in 1989.)
Courtesy of Denise Brown
Simpson, now 66, was acquitted of the murders but is currently in prison on a 2008 armed robbery conviction related to a robbery of two sports memorabilia dealers at a Las Vegas hotel.
After his daughter's death, Louis started the Nicole Brown Simpson Charitable Foundation to help victims of domestic violence.
Denise, who has devoted her life to helping victims of domestic violence, says her family is planning her father's funeral services. "He told us he wanted a military burial," she says. "He was very proud to have served in the military. He never wanted any fanfare about it, though. He always said it was his duty and an honor for him to serve his country.
"People are writing to me now, saying what a class act he was," says Denise. "That makes me so proud. He was a lovely man. We will all miss him."
Adds Tanya: "He was the best father any daughter could ever ask for. We all loved him so much."