Jerry also revealed that his daughter has watched 'Seinfeld' but he's not sure if she liked it.
He said: "My daughter watched it and I'd watch her watching it, but I don't know what she thought of it. And I don't know if my sons have watched it. I'm really trying to give them just a little bit of the privacy that I had as a child. My parents had no idea what I was up to, ever. I think that's good. They should have their own life that I don't know anything about."
The comedian sometimes tries out jokes on Sascha and her brothers, Shepherd and Julian, but they don't always appreciate them.
He said: "They can be a tough audience. I had this joke the other day that I tried on them that I thought was really funny which was:
'Here's a statement never heard in the history of New York City: "Hey why don't we get a new awning?"' They just looked at me and they went, 'Dad, that's not funny at all.' They were wrong. I tried it at a nightclub and it got a huge laugh."