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"It was a shock because we never had any inclination that Ian was that way inclined," Ken Thorpe told the Seven Network on Monday.
Thorpe told his family a couple of weeks before he confirmed his sexuality on prime time television during an interview with veteran British journalist Sir Michael Parkinson on Sunday.
Mr Thorpe said he had the best week with his Olympic gold-medallist son, who has battled depression, in a long time.
"God loves Ian and we love Ian unconditionally and we will support him," he said.
Mr Thorpe said the view was shared with family friends.
"One of my mates at golf said on Thursday, and he's known Ian from a young age, Ian is a great bloke and this won't change him."
Gay rights advocates, politicians and everyday Australians have applauded Thorpe's courage.