The couple announced this week they are living apart after 22 years of marriage.
"We're a very close family," Robert, a 26-year-old entrepreneur, told E! News exclusively Wednesday. "Nothing changes."
Asked about his mother and stepdad's decision to separate, he said: "Honestly, that conversation -- I leave between my mom and Bruce, just because it's not my business. They're not like sitting down with each of us and saying, 'This is what's going on.'"
Bruce has four children -- Burt Jenner, Casey Jenner, Brandon Jenner and Brody Jenner -- from his previous marriage.
"Bruce doesn't leave my side ever," Robert said. "We golf every day, we race cars, we hang out with all the guys -- he's my dad. He's been in my life since I was 2 years old, and he's going to be in my mom's life. ... They're good. They're each happy, and, honestly, like Bruce and my mom are the bestest of friends."