Vonn's 88-year-old grandfather Don Kildow passed away last month and the skier has spoken several times of his importance in her life.
Kildow served in the U.S. military in Korea during the war in the country in the 1950s.
Asked by a reporter how his memory resonated with her now she was in Korea, Vonn said: "It's really hard. I wish you hadn't said it. It's really hard for me not to cry.
"I want so badly to do well for him. I miss him so much, he has been such a big part of my life and I really had hoped that he would be alive to see me," she said in tears after pausing.
"But I know that he is going to help me and I am going to win for him."
Vonn, who is the most successful woman skier on the World Cup circuit with 81 career victories, is looking to repeat her downhill gold from Vancouver in 2010 after missing out in Sochi four years ago due to injury.
(Reporting by Simon Evans; Editing by John O'Brien)
