The 44-year-old singer did 'everything' with her superstar sibling ' who died of acute Propofol intoxication in June 2009 aged 50 ' and says they were confidantes for each other.
She said: "We shared every dream, every confidence. I was his little sister and he always knew that I had his back... Later on in life, certain things that he was going through, I tried to be there for him as much as I could.
"I was his little sister who was there who had his back. To go toe-to-toe. We were very close, we did everything together. We shared a lot of things.
"There's still not a day that goes by that I don't think about him. Not one day. Not one day."
In October 2009, a documentary film, 'Michael Jackson's This Is It' ' which chronicled the star's rehearsals for his planned 50-date residency at The O2 in London ' was released and Janet initially refused to watch it as she found it too painful to see her brother in the weeks leading up to his death.
However, the 'Together Again' hitmaker has now viewed the footage and thinks it helped her through her grief.
She explained in an interview on US TV show 'Today': "I finally was able to...I was in Paris and I just spent the night just watching all his videos, listening to his music. There were moments when I felt to cry, moments that make me laugh. It was good for me."
Janet also takes comfort from knowing her last meeting with Michael ' two days before she turned 42 in May 2009 ' was filled with love.
She recalled: "The last thing we said to one another, I said 'I love you,' he said, 'I love you too, Dunk.'
"My nickname. Dunk. Dunky fried chicken. It makes no sense. Michael was always silly like that."