Cleo's Diary, is where Cleo first wrote all about the mermaid things she knew. The diary had drawings of Cleo, Rikki, and Emma as mermaids on the pages, and it contained every little detail about their mermaid secret (except for their names).
Cleo kept the diary under her T-shirts in her drawer, but when Kim was looking for a belt to borrow, she found Cleo's diary in the drawer and was close to finding out the secret. Kim showed the diary to Emma's brother Elliot, who at first doubted her until Emma accidentally froze his shower. When Kim tried to expose her sister at the Miss Sea Queen Pageant, Cleo protected her identity by using her powers to protect herself from letting the water, from the hose Elliot sprayed the stage with, touch her. Then Cleo convinced Kim that the diary was only a homework assignment. At the end of the episode, Cleo destroyed the diary by taking it to Moon Pool and letting it sink to the bottom, making the pages unreadable.