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The loss of John Dutton is one that still haunts Kayce.

Kevin Costner’s Yellowstone character, who died in the second half of Yellowstone season 5, continues to to be painful for his youngest son, Kayce (Luke Grimes).

In the April 26 episode of Marshals, Kayce and his U.S. Marshal team work tirelessly to rescue Andrea (Ash Santos), who was abducted by Randall Clegg (Michael Cudlitz). During the mission, Kayce couldn’t help but feel the weight of his family on his shoulders.

As he explained to Cal (Logan Marshall-Green), the “ghosts” of his family were to blame for Andrea being taken in the first place.

“The Dutton curse,” he told his teammate. “Clegg’s had it out for my family for years, and I put one of his sons down hard. So whatever happens to Andrea, it’s on me.”

Later, when Andrea was rescued safely and the team got their hands on Randall, Kayce once again referenced his dad.

“I really wish my father was still around, so he could see Montana rid itself of the Cleggs,” he said.

Costner’s character died in the final season of Yellowstone, after Costner, 71, announced his exit from the series.

John’s death initially appeared to be self-inflicted, but it was later revealed that Sarah Atwood (Dawn Olivieri) had arranged a murder-for-hire scheme amid her relationship with Jamie Dutton (Wes Bentley), John’s son and Kayce’s older brother. In the series finale, Beth (Kelly Reilly), John’s daughter, killed Jamie over his involvement in their dad’s death.

After fans learned of the patriarch’s fate, Grimes, 42, said that while he knew fans felt “sort of cheated,” he had a different perspective.

“I think we were all lucky to have Kevin on the show as long as we did,” he told PEOPLE. “It was always the plan for him to have to go away for the story to really ramp up, and that was the story. You lose a patriarch of the family. Can the kids do it on their own?”

“I think originally he was supposed to die much earlier. So, in a way, they got way more of John Dutton than they were going to originally get,” Grimes added. “I would keep that in mind.”