Zakaria al-Sadah, the brother of bin Laden's Yemeni fifth wife Amal, told Britain's Sunday Times newspaper that the Saudi-born extremist believed his children "should not follow him down the road to jihad."
"He told his own children and grandchildren, 'Go to Europe and America and get a good education,'" Mr Al-Sadah told the Sunday Times.
Mr Al-Sadah said bin Laden told them: "You have to study, live in peace and don't do what I am doing or what I have done."
Bin Laden was killed in a commando raid in May 2011 by US Navy SEALS at a house in the garrison town of Abbottabad, northwest Pakistan, where he had been living for several years.
Mr Al-Sadah said that in November he had seen his sister for the first time since she was shot in the knee during the raid, and had since been allowed to have a number of meetings with her in the presence of guards.