Prince Michael, 14, Paris, 13, and nine-year-old Prince Michael II were often photographed with their faces covered by elaborate masks as they were growing up.
Paris said: 'I'm like, "This is stupid, why am I wearing a mask?" But I kind of realised the older I got, he only tried to protect us and he'd explain that to us too.'
And it did work! When Paris arrived at The Buckley School no one knew who she was.
She said: 'I do have a regular childhood. I mean, I'm treated the same. When I came to (my new school) they didn't know who I was. I was like, "Yes, I have a chance to be normal."'
But now she's the one chasing fame and recognition with a debut role in a film series.
Jackson will play the heroine in fantasy picture Lundon's Bridge And The Three Keys, based on the young adult series by novelist Dennis H. Christen.
She added: 'My dad was in the movie Moonwalker and I knew he could sing really well but I didn't know he could act.
'I saw that and I said, "Wow, I want to be just like him." I was little. I was younger than Blanket (their nickname for sibling Prince Michael II).'
Paris added: 'We would do improvisation together. He would give us little scenarios. He would say, "OK, in this scene, you're going to cry," and I would cry on the spot.'
Paris later tweeted: 'Had a great time on @TheEllenShow today! :D It'll air on tv on Thursday for those who want to watch <3'
Here's the video interview:
Do you think, despite his eccentricities, Michael Jackson actually did a good job protecting his children?