Sweeney portrays high-schooler Cassie Howard in the risqué drama, which often features scenes about drugs, sex and trauma as students navigate love and friendships.
"Yeah, I didn’t prepare my dad…at all" Sweeney awkwardly laughed during an appearance on "Sunday Today with Willie Geist."
"I mean how do you bring up a conversation? Also, when I talk to my dad it’s usually not about work…we talk father-daughter conversations."
The 25-year-old actress continued to say that her father decided to watch "Euphoria" without telling her and her grandparents shockingly joined.
"My dad and my grandpa turned it off and walked out," Sweeney explained.
As for the women in her life, Sweeney’s mother and grandmother appeared to be supportive of the actress.
The "White Lotus" star said her mother was "prepared" to see Sweeney participate in explicit scenes, as she often visited her daughter on the "Euphoria" set.
"She knew the story and I talked to her a lot about it…my dad didn’t," she added.
Meanwhile, after Sweeney’s dad and grandpa refused to watch her in "Euphoria," she noted that her grandma was a "big supporter" and a "big fan."
"I bring her usually all over the world to my different sets and I make her an extra," Sweeney shared.
Sweeney’s popular role in "Euphoria" has sparked controversy, as viewers were concerned about the overly sexualized material and how its creator, Sam Levinson, has handled nude scenes.
She previously shared that people on the internet took screenshots of her nude scenes in "Euphoria" and would tag her family members on social media.
"My cousins don't need that. It's completely disgusting and unfair," she said during an interview with British GQ, last year.
"You have a character that goes through the scrutiny of being a sexualized person at school and then an audience that does the same thing," Sweeney remarked.
Despite two first-time Emmy nominations for her roles in HBO’s "White Lotus" and "Euphoria," Sweeney opened up about her experience and argued these heinous acts won’t stop her from doing nude scenes.
"I think it’s ridiculous. I’m an artist, I play characters. It makes me want to play characters that piss people off more," Sweeney said at the time.
The Hollywood actress’ most recent role is a former National Security Agency contractor named Reality Winner in a movie called "Reality." Based on a true story, Winner was arrested on suspicion of leaking confidential documents and was sentenced to prison for more than five years.