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Shayanna Jenkins appears during her fiancee's murder trial in Fall River, Massachusetts, Mar. 27, 2015. Getty Images

Almost a month after former New England Patriots star Aaron Hernandez committed suicide in his prison cell, his fiancée, Shayanna Jenkins-Hernandez, finally responded publicly to his death. Hernandez was found hanged in his cell April 19, leaving behind Shayanna and their 4-year-old daughter Avielle.

Jenkins-Hernandez appeared on a two-part episode of Dr. Phil, set to air May 15 and 16, to discuss Hernandez’s suicide.

“I thought it was a hoax,” she said of the moment she learned of his death, according to People. “That this was some cruel person playing a trick on me.”

Read: Everything We Know About Aaron Hernandez's Suicide

In a suicide note addressed to her, Hernandez implied that his fiancée wouldn’t be surprised by his suicide.

“I told you what was coming indirectly!” he wrote. Jenkins-Hernandez said otherwise.

“I felt like we were looking so bright,” she said. “We were going up a ladder to a positive direction.”

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Shayanna Jenkins appears during her fiancee's murder trial in Fall River, Massachusetts, Mar. 27, 2015. Getty Images

Hernandez was found hanged by a bed sheet from his prison cell at the Souza-Baranowski Correctional Center in Massachusetts April 19, just days after he was acquitted of a 2012 double homicide.

Jenkins-Hernandez's appearance on the show was the first time she spoke publicly about her fiancée’s death. In the days following his suicide, she was pictured only once, in photographs obtained by the Daily Mail that showed her and her daughter leaving her mother’s Connecticut home.

Hernandez was serving a life sentence for the 2013 murder of Odin Lloyd when he committed suicide. Jenkins-Hernandez herself was intimately involved in her fiancée legal proceedings. She was charged with perjury after being accused of lying to a grand jury about her actions after Lloyd was killed. She subsequently pleaded not guilty and the charges were ultimately dropped.

Read: Shayanna-Jenkins Hernandez Net Worth After Aaron Hernandez Murder Conviction Dismissed

Though she stuck by Hernandez, the two had a tumultuous relationship.

“Their relationship in many ways had elements of what I would refer to as ‘don’t ask, don’t tell,’” her lawyer, Janice Bassil, told the court in 2013. “It goes along the lines, frankly, with women who are involved with people who are artists, who are entertainers, who are sports figures.”

Jenkins-Hernandez also discovered evidence of Hernandez’s infidelity when she looked through his phone.

“I made a decision that if I was going to move back in with Aaron that I would have to compromise on his behavior and that included everything that come along with it,” she said during his murder trial in 2015. “I decided that it was worth fighting for, so I moved back.”

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Terri Hernandez, mother of former New England Patriots tight end Aaron Hernandez and his fiancee Shayanna Jenkins watch in court during Hernandez' appearance at the Fall River Justice Center in Fall River, Massachusetts, Dec. 23, 2013. Getty Images