"Khloé is a great person. Nobody deserves that," The Hills star said, adding that he wasn't totally surprised by the turn of events. "I will say, though, he did it once, so she probably should have left him then. To have that happen again ... yeah, of course I feel bad for her."
Thompson and Woods were seen "all over each other" at Thompson's house party in Los Angeles last weekend, prompting Kardashian to break up with him when she discovered what happened last Monday.
Kardashian also reportedly questioned Thompson about what happened and that he admitted to it.
The 34-year-old Good American founder reportedly alerted Kylie to the situation since she has been close to Woods for nearly a decade; the two even lived together before Woods moved out of Kylie's house last week following the drama.
"Khloé is not mad at Kylie," a source told Us Weekly, with another saying that the Kardashian-Jenner clan isn't "100 percent sure if Jordyn is going to be cut out of Kylie's life."
"It will be very hard for Kylie to lose Jordyn because she's her best friend. She doesn't have a lot of friends, and honestly, can't because of her lifestyle, so she has latched onto Jordyn," the source said.
Sunday, she shared a quote on her Instagram Story that read, "No matter how much a snake sheds skin. It's still a snake," a likely dig at both Thompson and Woods.
Last week, she "liked" a tweet from a fan encouraging her during the difficult time. "Don't let anyone ever say this is your fault!" the tweet read. "He [Thompson] is a sick man and if its true, then she [Woods] is a terrible woman, both terrible people that do not deserve your love. [Daughter] TRUE does and ur doing great showing her that love."