Sturgeon also told Dale that she only discovered Murrell was due to plead guilty a week before his first public court appearance.
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.