Warne's son Jackson said in the documentary he could appreciate the sacrifices his father made.
"He's going down as one of the greatest cricketers of all time so I can appreciate those sacrifices he made when we were younger for him to be Shane Warne who he is today."
The Warne family will hold a private funeral in the coming days before a state memorial, expected to be at the Melbourne Cricket Ground.
Brooke, 24, Jackson, 22, and Summer, 20, all released individual statements on Monday night.
Brooke Warne
"Dad, this doesn't feel real and doesn't make sense that you are not here with us anymore," she said.
"It doesn't feel right, you were taken away too soon and life is so cruel.
"I will forever cherish our final memories together laughing and joking around with each other.
"We were happy.
"We were so similar in so many ways and I always used to joke that I got your genes and about how much that annoyed me!!
"Well now I couldn't be happier and prouder that I have your genes.
"I am lucky and will forever be so proud to call you my Dad forever. I love you infinity and back and I will miss you forever."
Jackson Warne
"To my brother, my best friend, to my Dad, I love you so much," he said.
"I don't think anything is ever going to fill the void you have left in my heart.
"Sitting at the poker table, walking around the golf course, watching the Saint and eating pizza is never going to be the same.
"But I know all you ever wanted for me is to be happy, no matter what.
"You just wanted me to be happy, that's it. So that's what I'm going to do, try and be happy."
Summer Warne
"Dad, I miss you so much already. I wish I could've hugged you tighter in what I didn't know were my final moments with you. And your final breaths were only moments away," she said.
"I wish I could've told you that everything was going to be okay and hold your hand. You are the best Dad someone could ever ask for.
"Our time was robbed.
"I want more holidays with you, more laughs where your smile lights up the whole room, more 'goodnight I love you SJ, I'll see you in the morning', more talks about how our days were and just to feel safe when you hug me and you would let me know how proud you are of me and how much you love me.
"You haven't died Dad, you've just moved to a different place, and that is in our hearts. I love you forever, until we meet again."
Former Australian Michael Clake captain said the statements issued by Warne's family were "heart-wrenching".
Clarke described his former teammate as a "great dad" who had an "honest and raw" relationship with his children.
"Warnie made sure, without fail, to contact his kids and even though he might not have been under the same roof, he was always there for them, he just spent so much time with them," Clarke said.
"He never expected or wanted them to do anything particular, it was more just enjoy life.
"He enjoyed the journey."
