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By Mick Krever, CNN

Two years ago, Nasser al-Awlaki wrote a letter to President Obama. His request was simple: Please do not kill my son.

He never got a response. Last September, his son, Anwar al-Awlaki, an American-born al Qaeda leader, was killed by a U.S. drone in a remote area of Northern Yemen. Two weeks later, his 16-year-old grandson, Anwar’s son, was also killed, in a separate U.S. strike hundreds of miles away.

“Anwar, it was expected, because he was … targeted,” Nasser al-Awlaki told CNN’s Christiane Amanpour in an exclusive interview on Wednesday. “But how in the world they will go and kill Abdulrahman, a small boy, a U.S. citizen, from Denver, Colorado?”

Nasser’s son, Anwar, was born in New Mexico in 1971 while he was studying for his master’s degree. The family moved back to Yemen, but Anwar returned to the U.S. for college, and became an imam in California.

For years, his father said, he gave sermons “like any other preacher.” But slowly, Anwar’s rhetoric became more and more radical. Eventually, he would become a leading figure in al Qaeda in the Arabian Peninsula. Anwar’s online videos because an inspiration to a generation of Jihadists, including the so-called Christmas Day underwear bomber.

Nasser’s chief concern, however, his is grandson, Adulrahman.

“I took care of him,” al-Awlaki said. “I want to know why Abdulrahman was killed. He is only a small boy. I wanted to send him to America to study like his father, like myself, like my other son.”

Al-Awlaki is suing four U.S. officials, including Defense Secretary Leon Panetta and Former CIA Director David Petraeus over his son and grandson’s deaths.

He alleges that the government did not follow due process in killing American-born Anwar and Adulrahman.

“I am not looking for compensation, I am not looking for money,” he said. “What I am looking is justice from the U.S. court system, because I feel my son and my grandson Abdulrahman were killed for no reason.”

What he is looking for is a clear accounting of why his son and grandson were killed.

Abdulrahman al-Awlaki, Anwar’s son and Nasser’s grandson, had no-known ties to terrorism. He was born in Colorado and spent the first half of his life in the United States.

“After two years absence from his father, he decided to go to our governorate in Yemen to seek information about his father. That was the only reason he went,” al-Awlaki said.

Abdulrahman snuck out the Sana’a house where he lived with his grandfather, left a note to his mother apologizing, and set out into the Yemeni desert.

“[Abdulrahman] wanted to come back, but then after two days he was also killed,” al-Awlaki said. “You know, he is not a militant. He is a nice boy. He has a Facebook page, and he had a lot of friends. He is a decent boy, small boy. You know he wore glasses since he was seven years old. He’s very gentle, soft boy. How can people say he’s a militant?”

CNN’s Ken Olshansky produced this piece for television.