"Whenever there's a situation where there needs to be rallying, the Osmonds rally around each other and support each other," he tells The Insider. "And there's a lot of that going on right now."
Marie's son Michael Bryan (who legally changed his last name from Blosil to Bryan) leapt to his death from his Los Angeles apartment building on Friday, explaining in a note that his severe depression had become too much for him to handle.
Donny Osmond says that after hearing the terrible news, he and Marie's other brothers immediately boarded his private jet to be with their sister in Las Vegas, where she lives and performs.
"It meant a lot to her to have us at her house," he says.
The family gathered in Utah Monday night to support Donny and Marie's nephew David Osmond in the release of his new album, Reflected.
Marie's ex-husband Brian Blosil joined the Osmonds for the event.