The talk show host brought up everything from Rob Kardashian to his relationship with Khloe Kardashian, as well as the former basketball star's hospitalization and money situation.
Odom kicked off the interview saying that he is indeed sober now, adding "it's good to be present."
While he said he's working hard on rebuilding his relationship with his children -- explaining he lost "a lot of time being high" -- Odom revealed he's been on the outs with the Kardashian clan and wasn't thrilled about Khloe revealing she only "fake tried" to get pregnant when they were together.
"That hurt a little bit, you know what I'm saying," he told Wendy. "I probably wasn't [in the right space to be a father], honestly, so she probably was right in saying that. She could have told me, but she was probably right."
Odom later admitted he'd stay away if she came back into his life right now.
"I say that with no offense for her, that would be the best for both of us," he explained. "To Keep our distance."
He also said Khloe and new beau Tristan Thompson "seem happy together," adding, "good for them."
Lamar seemed especially pained he hasn't keep in contact with Rob, who lived with him and Khloe on their reality show spinoff.
"I mean we were close. He has a child, I hasn't met his child yet. It's been a minute," he said. When asked why they don't talk, he added, "Because I hurt his sister too much. I have no idea. I mean, if she was my [sister], I would have a problem with me too."
He also hasn't spoken with Kanye West, but still gave the rapper props. "I respect him, I respect his music and everything he does. He was there for me too, playing music while I was in my coma," he said. "I love him for that. It's been a minute [since he saw him]. I haven't spoke to any of them to tell the truth. It is the way it is."
Odom went on to shoot down claims he was doing drugs at the Bunny Ranch before he went into a coma, despite a Nevada sheriff saying he had cocaine in his system. "I think that was God telling me to stop doing what I was doing," he added of his coma.
Lamar also offered up an explanation as to why the men attached to the Kardashians seem to have a rough go at it. "Well, I think you take on whatever they take on," he said. "If you add that on top of whatever you're going through, that can be a lot, for anybody."
He added that he would consider doing another reality show on his own, "if the right opportunity came about."
As for his money situation, Lamar said he's "good." "I played long enough," he added, "I don't have nothing to worry about."