The father-of-three had the difficult task of telling his three children their mother wasn't coming back after she died of cancer in 2015.
In an extract of his new autobiography, obtained by The Sun, the dad described how he was 'lost for words' when he told his kids about Rebecca's death.
'I gazed at my beautiful children, lost for words, searching for a way to begin,' he wrote.
Rebecca passed away in 2015
He then shared what he told them: 'I'm afraid I've got to tell you something very, very sad. She's going to be a star — she's going to go up into the stars as a spirit, and she'll always be there in the sky, looking down on us…'
In the extract, Rio also reveals his children keep their mum's old clothes under their pillows.
'They wear Rebecca's old cardigans or pyjama tops in bed, and God help whoever moves them while tidying up. The clothes live under the kids' pillows, and are not going anywhere,' he wrote.
Rio has previously opened up about losing the mother of his children - Lorenz, 11, Tate, nine, and daughter Tia, five - to breast cancer.
Rio on a family holiday this summer
'This is one of the only things in life that we're going to go through together, where I haven't got the answers for them, and that's quite a worrying, daunting thing', he said during the documentary he made for the BBC, Rio Ferdinand: Being Mum and Dad.
The former footballer, who also sadly lost his mum to cancer earlier this year, is now dating TOWIE star Kate Wright, who quit her showbiz career to focus on Rio and his family.