As Wade tells PEOPLE during an exclusive interview, his hopes for his older daughter are the same as for his other children: “For them to see their full potential.”
“As I’m raising [Zaya], as I’m raising my kids, you just try to put them in the best situations to be able to succeed in life,” he says. “How I do that, and how me and my wife decide to do that, may be different than another family, but we want them to know there’s always unconditional love, that it will always be support.”
Wade adds, “We’ve got you, no matter what. And we see you. … I see you how you see you.”
Never miss a story — sign up for PEOPLE’s free daily newsletter to stay up-to-date on the best of what PEOPLE has to offer, from juicy celebrity news to compelling human interest stories.
Among other subjects, the athlete opens up about Zaya actualizing her gender identity in his new documentary, D. Wade: Life Unexpected, airing Sunday on ESPN. Listening to and being there for Zaya, says Wade, was a no-brainer.
“I don’t put anything on [my kids] because of maybe the worldly view of how I’m ‘supposed’ to look at someone or what I think someone should be, because if I did that, then I wouldn’t be where I’m at today,” he says. “I think I’m lucky to have them and I think they’re lucky to have me.”
Wade explains the new-parent anxiety he experienced when he welcomed his first child in 2002, now-18-year-old son Zaire — and how those parenting worries never really fade.
“When a kid is born, they don’t come out with a pamphlet that’s like, ‘Okay, these are the directions for this kid,’ right?” he tells PEOPLE. “You just figure it out, and you try to help raise someone who’s good and kind and just characteristics that you want your kids to hopefully have.”
The retired Miami Heat player adds, “You’re afraid because you don’t want to mess up; you don’t want anything to happen to them. But I think, ultimately, we all have it inside of us to help lead someone.”
RELATED VIDEO: Gabrielle Union Introduces 12-Year-Old Zaya to the World: ‘She’s Whip Smart and We Are So Proud’
As for splitting parenting duties with Union — with whom he shares 15-month-old daughter Kaavia James (Wade is also dad to son Xavier Zechariah, 6, and guardian over 18-year-old nephew Dahveon Morris) — the basketball star says, unfortunately, he doesn’t always get to play good cop.
“She started telling me that she can’t always be the bad cop and I can’t always be the good cop,” says Wade of his Bring It On actress wife, 47. “I think it’s just like anything else in a partnership: You sit down and you talk to each other about whatever the situation is.”
Union raved about Zaya on Twitter earlier this month, saying she’s proud of the “compassionate, loving, whip-smart” child for being “true” to herself and adding on the social media platform, “It’s Ok to listen to, love & respect your children exactly as they are.”
“Both of you bring in whatever expertise you feel like you have on [a] topic to the table,” says Wade of their shared approach to raising their family. “You figure out which one makes the most sense or which parts of yours and mine makes the most sense, and then go spill it to the kids.”
D. Wade: Life Unexpected premieres Sunday at 9 p.m. EST on ESPN.