Exclusive: Interview with Robert Blake's Daughter

When Robert Blake was arrested last week for the murder of his wife, Bonny Lee Bakley, the first person he called was his daughter from his previous marriage, 35-year-old Delinah Blake.

Tonight on 20/20 Barbara Walters speaks with Blake for the first time about her father's alibi and her concerns for her baby sister, 2-year-old Rosie, who is Bakley's daughter. Blake married her in November, 2000, after paternity tests showed him to be the father of Rosie, then an infant. Below are selections from the interview. Watch 20/20 for the full report.

Walters: Your father didn't have to marry Bonny, did he?

Blake: What I know is there was a deal, Bonny wanted to be married to a celebrity, my father wanted to raise his baby. So each got what they wanted.

Walters: What do you tell Rosie about what happened to her father?

Blake: Um, we tell her Daddy's away. She asks for him sometimes and we just say Daddy's away and, Daddy's taking care of business because that's what he says … She talked to him on the phone the other day. And he was singing to her I think, and I said, 'Are you done?' and she said 'No, more.' And she held the phone to her ear and she just kept listening, Daddy, Daddy. And she's very happy knowing that he's there. She just doesn't know exactly where he is.

Walters: Your father was living with you when he was arrested last week. Can you tell us about that day?

Blake: Yeah, I would love to tell you about that day because it was ... in my opinion ridiculous and totally uncalled for. Could I preface it?

Walters: Sure.

Blake: With the fact that he's 68 years old. He's been completely cooperative with the police from second one that this happened. His attorney has been in contact with the police the entire time … It was ridiculous, that they had to raid the house … and have all of these cop cars and have all of the media. Why couldn't they just come with one officer and walk my father out? He has no violent history, he has no criminal history … And then to go on the air and say the murder of Bonny Lee Bakely has been solved, Robert Blake is her killer, how is that innocent until proven guilty?

Walters: What do you tell Rosie about her mother?

Blake: She doesn't ask because she never knew a mommy.

Walters: Delinah, you have applied for temporary guardianship of your sister, of Rosie. Why?

Blake: That's the way my father wants it. I have a signed piece of paper from him that says he gives all care and custody to me. She's been in my home since she was 3 1/2 months old. We're bonded, almost more like mother and daughter than we are like sisters. She should remain where she is and be safe. Her aunt, I've been told, has gone on as saying that she doesn't want custody and she thinks Rosie's in capable hands.

Walters: This is Bonny's sister.

Blake: Yes. And, I think that's great and I'm glad she did it and if that's the case then, we should all just make sure that Rosie's cared for.

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