SEGMENT REPORTING (Details) - USD ($)	1 Months Ended	2 Months Ended	3 Months Ended							4 Months Ended	8 Months Ended	12 Months Ended
	Apr. 30, 2014	Jun. 30, 2014	Dec. 31, 2015	Sep. 30, 2015	Jun. 30, 2015	Mar. 31, 2015	Dec. 31, 2014	Sep. 30, 2014	Mar. 31, 2014	Apr. 30, 2014	Dec. 31, 2014	Dec. 31, 2015	Dec. 31, 2013
Segment Reporting Information
Total assets			$ 7,788,395,000				$ 8,951,625,000				$ 8,951,625,000	$ 7,788,395,000
Predecessor Company
Segment Reporting Information
Total revenues	$ 76,652,000								$ 140,590,000	$ 217,242,000			$ 545,906,000
Total investment costs and expenses	28,055,000								73,770,000	101,825,000			305,705,000
Total other income (loss)	(16,506,000)								72,840,000	56,334,000			150,925,000
Total other expenses	34,151,000								31,458,000	65,609,000			97,429,000
Income tax expense (benefit)	143,000								19,000	162,000			467,000
Net income (loss)	(2,203,000)								108,183,000	105,980,000			293,230,000
Net income (loss) attributable to noncontrolling interests	0								0	0			0
Net income (loss) attributable to KKR Financial Holdings LLC and Subsidiaries	$ (2,203,000)								$ 108,183,000	105,980,000			293,230,000
Losses on restructuring and extinguishment of debt										0			20,015,000
Total CLO management fees										29,841,000			68,576,000
Predecessor Company | Reportable Segments | Credit
Segment Reporting Information
Total revenues										134,255,000			425,209,000
Total investment costs and expenses										62,485,000			218,600,000
Total other income (loss)										76,046,000			171,006,000
Total other expenses										23,121,000			60,870,000
Income tax expense (benefit)										146,000			450,000
Net income (loss)										124,549,000			316,295,000
Predecessor Company | Reportable Segments | Natural Resources
Segment Reporting Information
Total revenues										61,782,000			119,178,000
Total investment costs and expenses										38,915,000			86,174,000
Total other income (loss)										(8,123,000)			(13,642,000)
Total other expenses										1,633,000			4,835,000
Income tax expense (benefit)										0			0
Net income (loss)										13,111,000			14,527,000
Predecessor Company | Reportable Segments | Other
Segment Reporting Information
Total revenues										21,205,000			1,519,000
Total investment costs and expenses										425,000			931,000
Total other income (loss)										(11,589,000)			13,576,000
Total other expenses										230,000			606,000
Income tax expense (benefit)										16,000			17,000
Net income (loss)										8,945,000			13,541,000
Predecessor Company | Reconciling Items
Segment Reporting Information
Total revenues										0			0
Total investment costs and expenses										0			0
Total other income (loss)										0			(20,015,000)
Total other expenses										40,625,000			31,118,000
Income tax expense (benefit)										0			0
Net income (loss)										(40,625,000)			(51,133,000)
Losses on restructuring and extinguishment of debt										0			20,000,000
Total CLO management fees										12,900,000			22,700,000
Successor Company
Segment Reporting Information
Total revenues		$ 94,313,000	82,670,000	$ 89,109,000	$ 105,691,000	$ 97,786,000	131,276,000	$ 124,756,000			350,345,000	375,256,000
Total investment costs and expenses		55,664,000	53,202,000	50,352,000	62,450,000	57,653,000	64,132,000	61,340,000			181,136,000	223,657,000
Total other income (loss)		20,887,000	(186,065,000)	(185,449,000)	8,035,000	(69,164,000)	(239,584,000)	(125,685,000)			(344,382,000)	(432,643,000)
Total other expenses		14,364,000	11,457,000	11,547,000	12,269,000	17,168,000	14,310,000	14,898,000			43,572,000	52,441,000
Income tax expense (benefit)		28,000	20,000	94,000	729,000	347,000	422,000	34,000			484,000	1,190,000
Net income (loss)		45,144,000	(168,074,000)	(158,333,000)	38,278,000	(46,546,000)	(187,172,000)	(77,201,000)			(219,229,000)	(334,675,000)
Net income (loss) attributable to noncontrolling interests		0	(7,977,000)	(6,676,000)	(2,705,000)	(6,071,000)	(6,772,000)	816,000			(5,956,000)	(23,429,000)
Net income (loss) attributable to KKR Financial Holdings LLC and Subsidiaries		$ 45,144,000	(160,097,000)	$ (151,657,000)	$ 40,983,000	$ (40,475,000)	(180,400,000)	$ (78,017,000)			(213,273,000)	(311,246,000)
Losses on restructuring and extinguishment of debt											0	0
Total CLO management fees											33,764,000	38,086,000
Successor Company | Reportable Segments | Credit
Segment Reporting Information
Total revenues											279,639,000	339,809,000
Total investment costs and expenses											142,204,000	214,464,000
Total other income (loss)											(241,035,000)	(391,187,000)
Total other expenses											40,703,000	50,631,000
Income tax expense (benefit)											49,000	154,000
Net income (loss)											(144,352,000)	(316,627,000)
Net income (loss) attributable to noncontrolling interests											(1,797,000)	(16,071,000)
Net income (loss) attributable to KKR Financial Holdings LLC and Subsidiaries											(142,555,000)	(300,556,000)
Total assets			7,303,305,000				8,438,227,000				8,438,227,000	7,303,305,000
Successor Company | Reportable Segments | Natural Resources
Segment Reporting Information
Total revenues											57,616,000	15,677,000
Total investment costs and expenses											38,117,000	7,625,000
Total other income (loss)											(115,141,000)	(70,630,000)
Total other expenses											2,219,000	1,179,000
Income tax expense (benefit)											0	0
Net income (loss)											(97,861,000)	(63,757,000)
Net income (loss) attributable to noncontrolling interests											(4,159,000)	(7,358,000)
Net income (loss) attributable to KKR Financial Holdings LLC and Subsidiaries											(93,702,000)	(56,399,000)
Total assets			230,815,000				300,281,000				300,281,000	230,815,000
Successor Company | Reportable Segments | Other
Segment Reporting Information
Total revenues											13,090,000	19,770,000
Total investment costs and expenses											815,000	1,568,000
Total other income (loss)											11,794,000	29,174,000
Total other expenses											476,000	412,000
Income tax expense (benefit)											435,000	1,036,000
Net income (loss)											23,158,000	45,928,000
Net income (loss) attributable to noncontrolling interests											0	0
Net income (loss) attributable to KKR Financial Holdings LLC and Subsidiaries											23,158,000	45,928,000
Total assets			254,275,000				213,006,000				213,006,000	254,275,000
Successor Company | Reconciling Items
Segment Reporting Information
Total revenues											0	0
Total investment costs and expenses											0	0
Total other income (loss)											0	0
Total other expenses											174,000	219,000
Income tax expense (benefit)											0	0
Net income (loss)											(174,000)	(219,000)
Net income (loss) attributable to noncontrolling interests											0	0
Net income (loss) attributable to KKR Financial Holdings LLC and Subsidiaries											(174,000)	(219,000)
Total assets			0				111,000				111,000	0
Noncontrolling interests | Successor Company
Segment Reporting Information
Net income (loss)											(5,956,000)	(23,429,000)
Total assets			82,900,000				100,200,000				100,200,000	82,900,000
Noncontrolling interests | Successor Company | Reportable Segments | Credit
Segment Reporting Information
Total assets			50,300,000				62,700,000				62,700,000	50,300,000
Noncontrolling interests | Successor Company | Reportable Segments | Natural Resources
Segment Reporting Information
Total assets			$ 32,600,000				$ 37,400,000				$ 37,400,000	$ 32,600,000
Merger Transaction Costs | Predecessor Company | Reconciling Items
Segment Reporting Information
Total CLO management fees										$ 22,700,000			$ 0