Retired professor Rick Jones also told of the joy they shared when they were reunited at Sligo General Hospital.
Kelly, whose mother died some years ago, is Mr Jones’s only child.
The pair are expecting to return to the US tomorrow after Kelly’s release from hospital today.
Mr Jones, 64, a former professor of animal science at Georgia University, admitted: “This is the worst thing that has happened to me in my life.”
He said he couldn’t praise rescue searchers and hospital staff enough. “They have gone out of their way to take care of her, beyond my wildest expectations.”
He said when he arrived at the hospital on Friday his daughter was in high spirits but she was still a bit sore from her injuries.
Kelly told gardaí and her father her mind is blank from 8.30pm last Friday week, until 7.30pm last Tuesday when she awoke in foliage around the unoccupied old rectory holiday home in Glencolmcille. She broke a window pane to admit herself to the house for shelter.
Her father said: “I don’t think we know what happened. I am not certain myself. We all have a lot of questions. I’m concentrating on the positive side and not going into too much of the other part.”
At the hospital in Sligo a history of depression was established and Kelly has been undergoing psychological assessment.
Mr Kelly, who on Saturday visited some of the areas 41-year-old Kelly walked during her 10 days in Glencolmcille, declined to talk about her injuries. He said he wanted instead to praise the really hard work searchers put into efforts to find her.
He recalled from the age of eight, Texas-born Kelly, was fascinated by Ireland. “She felt like she had some ancestry on her maternal grandmother’s side called Collins. But she never contacted anybody.
“She was an avid reader of literature and poetry and she read stories about Ireland,” Mr Jones said.
He said his family and friends wanted to thank all involved in the search for Kelly, starting with the woman in the hostel in Malinmore who first reported her disappearance last Sunday week.
He thanked US embassy officials, gardaí, Donegal Mountain Rescue, Killybegs Cliff and Rescue teams, the Coast Guard and local volunteers.