The retired racing driver was informed of the sad news about his sibling Lynsay Jackson on Saturday morning, just moments before a live TV appearance.
Coulthard decided not to cancel, and braved the cameras for cookery show Saturday Kitchen Live, before leaving the TV studio and rushing straight home to Scotland to be with his family.
Coulthard's agent James Williamson says, ""David heard just before he went on air. But amid the shock, he wanted to put on a brave face and just get the show done. It wasn't fun watching because I knew how much he was hurting.""
Jackson, 35, was found dead at her home near Dumfries in Scotland. Police officials have yet to release any more details, but they do not believe the death is suspicious.
She married in 2011 and was mother of an eight-month-old daughter.