He said his father had investigators do research into the assassination and found that phone records of Oswald and nightclub owner Jack Ruby, who killed Oswald two days after the president's assassination, "were like an inventory" of mafia leaders the government had been investigating.
He said his father, later elected U.S. senator in New York, was "fairly convinced" that others were involved.
The attorney and well-known environmentalist also told the audience light-hearted stories Friday about memories of his uncle. As a young child with an interest in the environment, he said, he made an appointment with his uncle to speak with him in the Oval Office about pollution.
He'd even caught a salamander to present to the president, which unfortunately died before the meeting.
"He kept saying to me, 'It doesn't look well,'" he recalled.
Rory Kennedy, a documentary filmmaker whose recent film "Ethel" looks at the life of her mother, also focused on the happier memories. She said she and her siblings grew up in a culture where it was important to give back.
"In all of the tragedy and challenge, when you try to make sense of it and understand it, it's very difficult to fully make sense of it," she said. "But I do feel that in everything that I've experienced that has been difficult and that has been hard and that has been loss, that I've gained something in it."
"We were kind of lucky because we lost our members of our family when they were involved in a great endeavor," her brother added. "And that endeavor is to make this country live up to her ideals."