The 43-year-old recording star was among seven people killed when the plane crashed shortly after takeoff Sunday, Mexican authorities said.
Pedro Rivera said his sister's body had not been recovered but when it is the family will head to Mexico to bring it home.
"We are feeling devastated. It's a devastation to the family," he told E! News Sunday outside the family's home in Lakewood, Calif.
"We were having a beautiful morning and then we received the news from my brother. 'Go see Mom because we can't find Jenni's plane; we don't know what's happened to her,'" Pedro Rivera said.
"That's when it started, really early at 9 in the morning. I came to my mom's house. We started getting the news. Then at around 5 p.m., we got confirmation that she was gone. It was so painful.
"Life is like that. We live and we die. We may be sad, but when God has the last word for all of us in our last days, it's time to go. And this was the way Jenni had to go."
Pedro Rivera said to the singer's fans:
"We don't know how to thank you for all the love you gave to Jenni and to all the family."
Jenni Rivera sold more than 20 million albums worldwide and was recently named one of People En Espanol's 25 most powerful women. The mother of five children starred in the reality TV show, "I Love Jenni" and was set to headline an ABC sitcom called "Jenni."
People.com said there were no survivors among the seven people on the plane, which took off in Monterrey, Mexico, following Rivera's concert there. It was headed to Toluca, outside Mexico City. Rivera's publicist, lawyer and makeup artist were all onboard.
The cause of the crash was under investigation.