And one of the most upsetting was her sister Kylie's battle with cancer in 2005. That much was clear as she broke down in tears while recalling the harrowing experience during an interview with Piers Morgan.
The X Factor judge welled up with emotion when she spoke of the moment she arrived back at the family home in Australia after being told of her pop star sister's plight.
"All I wanted to do was get inside the door of the family home and see my gorgeous sister and hug her," said the 38-year-old in emotional scenes to be shown on Piers Morgan's Life Stories on ITV1 this Saturday.
Despite her sister's recovery, Dannii says the family remain cautious because she has not had the five-year all-clear check yet.
"Well, there's the all-clear and there's the all-clear. The proper one is the five-year all-clear and we’re not there yet."
Dannii also recounted how she turned to posing for Playboy magazine in 1995 to pay off her debts after the breakdown of her marriage to actor Julian McMahon.
"My parents didn't want me to do it. My dad was saying, 'Doing this is forever - you can never, ever change it'," said the star, who is now in a relationship with rugby player Kris Smith.
"Kylie knew why I was doing it. I could have asked her for the money, but it wasn't in my nature.
"I don't regret it, but I feel relieved that people know why I did it - it's a huge weight off my shoulders."