Sturgeon continued: “I suddenly realised I had been living with somebody that I never really knew properly.
“That’s something for me to come to terms with, and I don’t think I’m there yet, but also for my family to come to terms with. It’s a really difficult process.”
The Glasgow home the couple shared was searched as part of Operation Branchform, as the police operation, as well as the SNP’s Edinburgh headquarters.
Murrell later admitted to embezzling a total of £400,310.65 between 12 August 2010 and 19 October 2022.
His largest single purchase was a £124,550 luxury motorhome, which he paid for entirely with party funds in 2020.
When it was seized by police three years later, it had only had only been driven four miles.
Earlier this week it emerged the SNP had written-off the cost of the motorhome after its accounts were published by the Electoral Commission.
Murrell also used party funds to buy high-end items including a £3,223 coffee machine, a £3,000 robotic lawn mower and £2,600 salt and pepper grinders.
Sturgeon also told Dale that she only discovered Murrell was due to plead guilty a week before he appeared in court on 25 May.
It later emerged he had been negotiating his plea for months, a fact which she said “hit me like a tonne of bricks”.
Sturgeon said: “He was still lying to me right up until the day he pled guilty.”
The former first minister added: “He was very isolated over that period, he very rarely left the house, he wasn’t communicative, I was a bit worried about his well-being and his mental health.
“And then, now I think: ‘What a mug, why were you worried about him?’ He didn’t worry about me. He didn’t worry at all about what he was doing.
“What he has subjected me to is beyond anything I could ever have comprehended.
“I don’t understand why he did it, he had no need to do it, I don’t think I will ever understand his motivations.
“But whatever that motivation was, he could not have stopped and ever thought about me.
“But I was, until recently, still worrying about him.”
Sturgeon – who had stepped down as first minister in March 2023 – was arrested In June 2023 but was later told that she was no longer under investigation.
The former first minister announced her separation from Murrell last year.