Bristol said telling her parents she was pregnant was "harder than labour".
Levi and her best friend went with her to break the news.
"I was just so sick to my stomach. And so finally, my best friend just, like, blurted it out," she said.
Bristol also said it bothered her to hear that many people thought her mother was making her have the baby, when it was her own choice.
The governor also appeared in the interview, recorded on Saturday in Fairbanks.
She said she was proud of her daughter, "wanting to take on an advocacy role and, you know, just let other girls know that this is - it's not the most ideal situation, but certainly, make the most of it," Sarah Palin said.
"And Bristol is a strong and bold young woman and she is an amazing mum. And this little baby is very lucky to have her as a mama. He's going to be just fine."
I wasn't very impressed with Palin senior during the US election campaign, but it's great that she's backing her child so strongly.