The 33-year-old reality star said as much while reflecting on Keeping Up with the Kardashians in an essay for Glamour ahead of the show's 10th anniversary.
"Things like Kim's robbery or Caitlyn's transition? That's the kind of thing we wish we had never filmed," Khloe confessed. "We aren't ever like, 'Oooh! Let's do this for season nine.'"
"This is our life, and these are the things that happen," she said. And it's funny -- when we decide not to shoot things, people feel slighted. But when we film too much, they're like, 'Oh, you never should have filmed that.' It's a catch-22."
Season 10 featured Caitlyn, Khloe's former stepdad, coming out as transgender to her family, while Season 14 showed the aftermath of Kim, Khloe's sister, being robbed at gunpoint in Paris in October, and lingering tension between the family and Caitlyn.
"Since the book came out, I never talked to Kris again," Caitlyn said of her tell-all memoir in an interview with Good Morning Britain this week. "Kim, I haven't talked to in six, nine months, whatever it is."
"I love Kim. She's a great person. I have such respect for her as a mother, as a businessperson. But like Kris, she is very opinionated. But that's OK," the star qualified. "It's a big loss in my life, not having her there anymore."
Khloe said in her essay that she considers it "a gift" to be "vulnerable and open people" on Keeping Up with the Kardashians. The E! series will air a 10th anniversary special Sept. 24.