Cain recalls meeting one mother in a favela in Rio de Janeiro, whose two children had been murdered.
"It hit me deeply," he says. "To find out how she picked her son up in nothing but a bag of bones from one of the cartels was devastating."
The presenter, who has faced the loss of his own child, says he hoped "in that moment, just to make this lady feel comforted, feel heard and feel like she had a voice to speak about all that's wrong in that area".
Favelas are informal settlements and there are more than 1,000 in Rio de Janeiro.
Cain shares his shock walking into one favela and seeing people openly selling drugs or walking around with guns "like it was normal".
"Criminality is around these guys," he says, explaining that they get picked up off the street and promised they're going to be looked after. "In the end, they always end up in the same place, unfortunately."
He adds that many of the people he met were not happy. "They don't enjoy doing what they're doing, they're scared, they're worried, they're in pain," he says.