In an exclusive interview with Fox News' Megyn Kelly, the 19 Kids and Counting stars say their son Josh's alleged molestation of five underage girls "was one of the darkest times our family has ever gone through"

Speaking publicly for the first time since their son’s molestation scandal rocked their family, Jim Bob and Michelle Duggar said “we did the best we could under the circumstances” in an exclusive interview with Fox News journalist Megyn Kelly.

Jim Bob and Michelle, along with Josh, 27, and his wife, Anna, had issued statements acknowledging Josh’s behavior after the news broke that he allegedly molested five underage girls as a teenager – including his sisters, Jessa Seewald, 22 and Jill Dillard, 24.

On Wednesday night, they finally broke their silence about the allegations, saying Josh first touched his sisters improperly while they were sleeping.

“Josh came to us. He was crying. He had just turned 14 and he said he had improperly touched some of our daughters,” Jim Bob explained. “He said he was just curious about girls and he had gone in and just basically touched them over their clothes while they were sleeping. They didn’t even know he had done it.”

Michelle said that there was “so much grief in our hearts” when their son approached them to confess what he had done. “I think, as parents, we felt, ‘We’re failures.’

“We’ve tried to raise our kids to do what’s right – to know what’s right – and yet one of our children made some really bad choices and I think, as a parent, just we were devastated.”

RELATED VIDEO: The Duggars Break Their Silence

Describing it as “one of the darkest times our family has ever gone through,” Jim Bob said he and Michelle put safeguards in place to make sure nothing else happened.

We watched him like all the time,” said Jim Bob. “I took him to work with me. We just poured our life into him.”

Josh went to counseling in a Christian treatment program and “nothing ever happened like that again in the girls bedrooms after that.”

When Kelly asked if they worried that the treatment didn’t work considering how many children were in the house, Jim Bob said, “No. Josh is a changed person.”

Kelly also spoke to Jessa and Jill, who identify themselves as two of Josh’s victims.

Asked whether they consider themselves victims, Jessa said that while what her brother did was “very wrong,” she said she wanted to speak up against people who are calling him a child molester, pedophile or rapist. “I’m like, that is so overboard and a lie really,” she said. “I mean people get mad at me for saying that but I can say this because I was one of the victims.”

Additional portions of Kelly’s interview with the Duggars will air on The Kelly File will air during a one-hour special on Friday at 9 p.m. ET.