Nicole Kidman has spoken of her grief over the death of her father earlier this month and thanked well-wishers for their comforting thoughts and prayers.

"We would just like to thank everyone for their love and prayers over these past couple of weeks," the actress and her singer husband Keith Urban said in a joint statement posted on Facebook.

"We are all heartbroken, but knowing we are in the hearts and thoughts of others is so comforting," they added.

They signed off: "Sending love, Nic and Keith xx."

The Australian star of this year's film Grace Of Monaco returned to her home city of Sydney after her psychologist father Tony Kidman died during a holiday in Singapore on September 12.

The 75-year-old was in Singapore to visit his other daughter, Antonia, and her family.

Authorities did not reveal the cause of his death.