The admission came in part two of the The Early Show's exclusive interview with Casey Anthony's parents, to be broadcast April 23.
"I couldn't bear not having Caylee around and not knowing what happened to her," Cindy Anthony said. "You get to a point when you miss someone so much, that you think life's not worth living."
Her husband, George Anthony, discussed his own suicide attempt in part one of the The Early Show's interview, but it was not previously known that both grandparents of slain 2-year-old Caylee Anthony had thought of ending their lives.
Cindy and George Anthony defended their daughter, while adding that they wanted to know more about what happened last year when their granddaughter went missing.
Cindy Anthony stood by her daughter, even as Rodriguez questioned her about her 911 call in which she said that her daughter's car smelled like a dead body.
"She's presumed innocent," Cindy Anthony said. "The truth will come out at trial, and that's what we have to wait for."
Caylee Anthony's body was found in December 2008 in the woods near her Florida home.
Casey Anthony, 23, has been charged with first-degree murder and could face the death penalty, if convicted. Her trial is set for October.