Kennedy, an Emmy-winning filmmaker who has had several films entered in Sundance competition, really wasn't expecting that her mother would agree to be interviewed.
"I asked my mother, and she said she would do it," Kennedy said. "And she hasn't done an interview in 20 or 25 years. So I jumped into it."
Ethel Kennedy's reluctance comes through clearly in the documentary. On more than one occasion, it's clear she's not exactly thrilled to be answering questions. Even questions from her daughter.
For someone who's been in the public eye for more than 60 years, Ethel Kennedy clearly doesn't like to talk about herself.
Asked where her "quiet strength" comes from, she very politely disagreed with the premise of the question.
"What a nice question. Thank you," she said. "Well, there was nothing really very quiet about our family growing up. It was a little helter-skelter.
"You know, it's embarrassing to or uncomfortable to talk about, but I'd say faith had a lot to do with being able to get through everything, and it was always very comforting. When we lost Bobby, I would wake up in the morning and think, 'He's OK. He's in heaven and he's with Jack. And a lot of my brothers and sisters. And my parents.' So it made it very easy to get through the day thinking he was OK."
Asked what their favorite part of the process was, Rory Kennedy replied, "To be done with it."
Her mother added, "being together" and "how amazingly brilliant and fun to be with you. She is really the best."
"Thank you, Mommy," Rory replied.
"Ethel" is a fascinating portrait of a woman, a marriage, a family. It's almost like the best home movies you'll ever see, complete with commentary from the matriarch and her children.
The stories range from the time Ethel brought home a seal to the time she put a handwritten note in the FBI suggestion box suggesting the bureau needed to replace J. Edgar Hoover.
"It was rude, and I apologize for that," Ethel said.
There's a lot of humor and a lot of sadness. And the portrait that emerges is of a rather cantankerous 84-year-old woman who has been through a lot but hasn't let anything defeat her.
"One of the great gifts for me [was] being able to sit down with my mother to do an interview with her over the course of five days and with all of my siblings and be able to ask them every question that I've ever wanted to ask," Rory Kennedy said. "There were a lot of things that I did learn along the way that were really valuable to me, both about my mother as well as about them. So it was a real gift."
The 95-minute documentary premieres Thursday, Oct. 18, at 10 p.m. on HBO. It repeats Friday, Oct. 19, at 5:30 a.m.; Sunday, Oct. 20, at 2:45 p.m.; Thursday, Oct. 24, at 7:45 p.m.; Saturday, Oct. 27, at 10:45 a.m.; Monday, Oct. 29, at 4:15 and 11:30 p.m. It also airs Wednesday, Oct. 31, at 9 p.m. on HBO2.