He is back in jail, arrested Wednesday for unpaid child support.
The singer wept, said he had little money left and blamed his ex-wife for destroying his reputation and his relationship with his children.
For their part, the Savages have disputed the account of how Kelly met their daughter: that Joycelyn's father took her to a concert, and that she was handed over to the singer.
Jocelyn Savage and Azriel Clary have been living with R Kelly for a couple of years and he calls them his girlfriends, but many people, including their parents have expressed concerns that the two women have been brainwashed by the R&B star.
The statement was issued a day after Kelly's explosive interview with Gayle King where he suggested that the parents of both Azriel Clary and Joycelyn Savage were using their daughters to get money out of him.
"I know 43 years old, bodies tight, they cool, I go out with them, I kick it with them", Kelly said.
At one stage Clary broke down in tears, alleging her own father had encouraged her to lie about her age and to make sexual videos with Kelly in case they needed to blackmail him later, "which is exactly what they're doing".
"We never "sold" our daughter to him or anyone else ..." "She is not telling the truth, [although] I love her to death".
Kelly was detained just over a week after he pleaded not guilty to 10 counts of aggravated sexual abuse. "I gave you 30 years of my f-ing career!" R. Kelly is a desperate liar and serial abuser of young girls who should die in prison. "Our parents are basically out here just to get money", Savage claimed.
"We both have our individual relationships with him and we all are a family, all together", Clary said.
"I have been assassinated", Kelly said.
In a particularly dramatic moment, he angrily stood up and started pacing, his voice breaking as he yelled, "I didn't do this stuff!"
In an additional portion of the interview that aired Thursday, Kelly again lashed out, crying and screaming when King asked about Andrea Kelly's claims of domestic violence.
"I would never share with no one what I do in or outside of the bedroom", Clary said. But, according to King, the musician stepped into the room halfway through the recorded chat, coughed repeatedly to announce his presence to them, and then repeatedly tried to end the interview.
She stayed calm and simply said, "Robert". King, who interviewed him exclusively for CBS News, said she never felt her safety was at risk. "They don't want any money".
Reflecting on his responses to her questions, King expressed her thoughts on Kelly's behavior and reactions.