The 65-year-old momager told Ellen: "That was traumatising. I'm sure [Khloe] didn't bring that up because she has PTSD over that one."
The host then asked how she learned that the pair had been underneath them and explained how she and Caitlyn saw them "sneaking out".
She replied: "Well they were so scared, they stayed there for hours and in the middle of the night, when they were sure we were both asleep, they snuck out and we caught them sneaking out."
Kris doesn't believe Khloe and her friend knew what was happening at the time, but they "figured it out" when they were older.
She said: "They couldn't have possibly known what we were doing, but I think as they got older, they figured it out."
Khloe, now 36, previously brought up the incident and how she was "too scared to leave" when she woke up to the bed rocking.
Speaking on her show 'Kocktails With Khloe' in 2016, she remembered: "I was playing hide-and-go-seek when I was younger and I fell asleep ... under my mom and [Caitlyn]'s bed. And I woke up to the bed shaking and I was too scared to leave, so I had to wait for the whole thing."
The Good American co-founder admitted she was "scarred for life".
She added: "My mom feels bad about it still. We talk about it all the time. I'm like, 'You guys, I'm scarred for life. That's why I am the way that I am.'"
Elsewhere, Kris - who was married to Caitlyn between 1991 and 2015 - revealed she and Khloe have matching cross tattoos on their butts.
During a game of 'Never Have My Kids Ever', Ellen asked: "Never have my kids got matching tattoos."
To which Kris responded: "Yes. But with me."
On what body art they had, she said: "It's a cross on my booty."
Before she quipped: "It's back there. It's way back there."
