Alina Powell has been living in her father's Puyallup home over the past few months.
Speaking of her brother's apparent murder-suicide, Powell said, "We're grieving right now and we really need space for a little bit."
"We're really having a tough time."
When asked about the family's mood, Powell, responded, "Sad."
When asked whether Josh had shown any signs of stress or that he might do something so drastic, Alina Powell said, "No, not a clue. Josh was a very strong person."
ABC 4 News also asked Alina Powell if she or other family members received e-mails similar to the one Josh sent his attorney, she said, "Everything you need to know is out in the news, adn you guys have already been able to twist it."
Police say Josh killed himself and his two sons, Charlie and Braden in a house explosion on Sunday.
Josh had been involved in a bitter custody battle with his parents in law over the boys ever since his father Steven Powell had been arrested over allegations of child pornography possession and voyeurism in August.
Josh is the only person of interest named by West Valley City police as part of their investigation into the disappearance of Susan Cox Powell.
Susan was last seen in December of 2009 at the couple's WVC home. Josh left Utah with his sons a little more than a month after her disappearance, to move in with his father in Puyallup.