The actress is mother to three kids with musician husband Josh Kelley - Nancy, 12, Adalaide, eight, and three-year-old Joshua - and her girls are of Asian and African-American heritage, respectively.
So when global protests spread across the world earlier this year, following multiple incidents of police brutality against black people, mostly at the hands of white officers, Katherine didn't know what to say to her children.
"When the Black Lives Matter movement happened - well, it's been happening - I just didn't know how to have this conversation with Adalaide or Nancy," she tells Kelly Clarkson on her daytime talk show.
"I didn't know how to say, 'There will be people in this world that don't like you, simply because of the colour of your skin.' "
"I just didn't know how to say that. And as their mother, my job is to build up their self-esteem and encourage confidence.... and I just thought, 'I'm going to take a piece of their soul with this.' "
Getting very emotional, the "Knocked Up" actress shared that she and her husband sat down in front of the TV with their girls.
"We started watching a lot of programmes together," she explains. "There was one dealing with racial issues and some nasty ugly things were said and we stopped and said, 'Adalaide, you know that if somebody ever said something like that to you or treated you that way, that has nothing to do with you, that is completely about them?' "
And it turned out Katherine needn't have worried about her daughter at all when it came to the subject of racial unrest, "(Adalaide) said, 'I know, I know. I already know I'm totally beautiful and supercool.' And I thought, 'OK, perhaps we should work on humility then. Your confidence seems fine.' "