Dwyane Wade Says Daughter Zaya Doesn't Want to 'Celebrate' Pride Month but 'Help Other Families'

Matt Winkelmeyer/Getty Images The Wade family

Dwyane Wade's daughter Zaya is honoring Pride Month in her own way.

PEOPLE spoke with the retired NBA star, 40, on the TIME 100 Gala red carpet Wednesday evening at Lincoln Center in New York City, where he said his family's plan for Pride Month is to "support other initiatives," just like they do every year.

"Zaya was very clear that she didn't want to 'celebrate' Pride," Wade said of his 15-year-old daughter, who is transgender. "She went to a Pride Month in Miami years ago, and it was kind of another one of those, in her words, just, 'I've come out multiple times.' "

"But she made it very clear to our family that she didn't want to 'celebrate' Pride Month — she wanted to make sure that we can help other families and provide for the families in the LGBTQIA community," he explained. "So that's what we try to do."

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Asked to share something Zaya taught him recently, Wade said, "I'm dealing with a very smart, individual daughter, first of all, so I'm learning a lot because what she's learned in private school, I haven't learned."

"But I think the most important thing [is] she continues to show us what courage looks like every day," he continued. "It's just that patience and that calmness, and just the intelligence to know that she has a lot of people behind her that will do whatever to make sure that she gets to live the life that she was born to live."

On Tuesday, the former Miami Heat player spoke to CNN'S Poppy Harlow and revealed he worries every time Zaya — who came out as transgender in 2020 — leaves the house.

"As blessed as it is for my daughter to have parents who can support her, I'm still afraid every moment she leaves the house," Wade said during the TIME100 Summit.

He added, "And not just because of gun violence, but because of the way people perceive her in this world."

RELATED VIDEO: Gabrielle Union and Dwyane Wade Open Up About Their Trans Journey with Daughter Zaya: "We Had to Learn and Be Led"

Last month, Zaya spoke to PEOPLE about her transgender journey and shared how she has been impacted by detrimental beauty advice online.

"As a trans person, once I came out, there was a lot of hateful comments about how I should grow my hair out long or fit into a certain version of femininity, even though that's not true at all," she explained. "That kind of advice is just trying to break you, but don't let it."

The teen also revealed that her stepmother, actress Gabrielle Union, 49, has given her important lessons about how each person has the ability to decide how they want to "exist in the world."

"Her telling me that not everyone in the world and in the media is going to be truthful about what you look like," she said.

"I don't have to believe everything they say. The only thing I have to believe is what I feel and what beauty means to me," Zaya added. "I think focusing on inner beauty is the most important."