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Trierweiler, from whom Hollande announced his separation on Saturday, told the glossy magazine Paris Match that she had been aware of rumours about an affair, but that having them confirmed by her partner of seven years was a shock.
"I had heard rumours, obviously, but you hear them about everyone," said Trierweiler, saying she paid them little heed.
"When I found out, it's like I fell off a skyscraper."
Trierweiler gave the interview to Paris Match, for which she works as a columnist, during a humanitarian visit this week to Mumbai with the charity Action Against Hunger.
The India trip was her first public appearance after spending eight days in hospital and a week in seclusion following publication by the tabloid Closer of photos which it said showed Hollande, 59, making nocturnal visits to the apartment of 41-year-old French actress Julie Gayet.
The photos - and Hollande's initial refusal to speak about his private life - provoked questions over Trierweiler's position, and distracted attention from the president's new business-friendly policies.
Hollande's announcement on Saturday put an end to the uncertainty and to Trierweiler's role which she had assumed after his election victory in May 2012. As first lady, she maintained an office and staff at the presidential palace with a budget of roughly 20,000 euros per month.
The night before the photos were published, Hollande came to break the news to Trierweiler and they spent a long night "talking, without eating or sleeping", she said.
Fatigue and shock took their toll the next morning and Trierweiler fainted, prompting her hospital visit, she said.
Trierweiler, who plans to continue working for humanitarian causes, told the magazine she did not regret her relationship or her 19 months as first lady.
"It may seem strange, but I'm not going through a crisis period," she said. "It's not the first break-up in my life. It's been rough because it was turned into a media event.
"I don't regret a thing. What I went through was an extraordinary period of my life that brought me to somewhere else. I'm going to go back to my life from before, but it will be enriched by a new experience."