She revealed the news in a post that also featured a poem she received from one of her sister's friends to help cope with his passing. "I would like to take this opportunity to thank you all for your very kind and loving condolences through what has been excruciatingly painful days. We were by my fathers side to the very end and his final journey was beautiful," Caroline wrote. "We take this time now to grieve our enormous loss, my father was a remarkable gentleman and will be missed every day, loved always and forever."
Niels passed away on January 20. He was honored with a tribute at the end of Tuesday night's episode of Ladies of London.
Caroline opened up about her father's battle with cancer earlier this season of Ladies of London. She has mostly kept the details of her father's health issues private and hesitated to discuss it with Marissa Hermer on Ladies of London before sharing the news that he had undergone a successful surgery.
Caroline has spent the days following her father's death with family, celebrating her grandfather's 95th birthday. "Even in deep grief, these two incredible people, who we are thankful for every day, manage to bring smiles to our faces," Caroline praised her grandparents on Instagram.