Earlier this week his brother Jesse Jackson Jr. reported to prison.
The former congressman pleaded guilty to illegally spending campaign money on personal items. He was sentenced to two and a half years behind bars.
Jackson asked people to keep his family in their prayers.
"Not that my brother and I would talk every Saturday, but you don't know what you have until it's gone," he said.
Jackson went on to question the justice system, talking about the differences in how individuals are punished compared to financial institutions that contributed to the recession.