(FOX News) Michelle Duggar told Megyn Kelly Wednesday she and her husband were “devastated” when they learned their then-teenage son Josh had molested several of his sisters and “there was so much grief in our hearts.”

“I think as parents, we felt we’re failures, you know?” Duggar said as she sat down with her husband Jim Bob at their Arkansas home for an exclusive interview on “The Kelly File.”

Exclusive: How the Duggars handled Josh’s confession

Family on counseling and bringing their son to the authorities on ‘The Kelly File’

Provided by FOX News

Asked by Kelly if they thought the backlash against the family had been greater because of what they stood for, including their Christian beliefs, Jim Bob replied, “I think, you know what, Christianity is not about being perfect or about being a perfect family, but it’s actually about being forgiven….

“People on the outside think, ‘well Christians are supposed to be perfect…’ No, you know what, all of us as Christians we struggle every day.”

During the hour-long interview, the Duggars outlined what happened from the time Josh, then 14, came to his parents crying “and said he improperly touched some of our daughters.”

When Kelly asked why he had done that, Jim Bob replied, “he said he was just curious about girls.”

After two more incidents, “we felt we had to get help,” Jim Bob said. Josh was sent to a man in Little Rock for counseling – an experience his father described as “the turning point of his life.”

“As parents we were trying to do the best thing we knew how,” Michelle said.

Following his return from Little Rock, his parents took Josh to a local Arkansas State police facility where he described his actions. “We felt it was an important step for Josh to confess to the police,” Jim Bob said.

Asked why they would launch a television show in 2008 with this episode in the family background, Jim Bob replied, “we had nothing to hide. We’d taken care of all that years before.”

TLC pulled all episodes of that show, “19 Kids and Counting,” after news of the touching incidents broke but the network has yet to cancel the series.

As for what’s next for the family, Jim Bob told Kelly, “we are fine whether they film us or not.”

Added Michelle, “either way, we’re at peace.”