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Sydney-based 2Day FM's Mel Greig and Michael Christian have broken their silence on the ordeal and recorded two television interviews on the Nine and Seven Networks.
Christian said the pair were feeling completely "gutted, shattered, heartbroken''.
Greig said she hadn't stopped thinking about the nurse since she received the news on her death early on Saturday morning.
"I remember my first question was 'was she a mother?''' she told the Seven Network's Today Tonight programme.
"It was the worst phone call I've had in my life.''
Greig said the idea for the prank came up in a team meeting.
Christian declined to reveal what legal training the pair had received from 2DayFM.
"There are people that make those decisions for us,'' he said.
They were shocked when the prank succeeded.
"We couldn't believe that it had worked... We thought a hundred people before us would've tried the same thing,'' Greig said.
"We just wanted to be hung up on. We wanted to be hung up on with our silly voices and wanted a twenty second segment to air of us doing stupid voices.''
Asked if they would make contact with the nurse's family, Greig said it was not a "appropriate time to do that yet.''
"But this is where we want to say that we are thinking of you and if we could call you we would want to reach out to you.''
2DayFM are providing intense counselling to the pair who have faced a worldwide backlash on social media with many blaming the prank call on the nurse's death.
"We're getting the support that we need and we've got those around us that are helping us,'' Christian said.
"If we played any involvement in her death then we're very sorry for that. And time will only tell,'' Greig said.
The pair declined to speculate on future career moves, following the suspension of their radio show.
"I don't want to think about that right now. There's bigger, more pressing issues and that's making sure that family gets through this tough time. You know, our careers aren't important at the moment,'' Greig said.