Aaron Hernandez was found dead in his cell at the Souza-Baranowski Correctional Center on April 19, 2017. It is believed that the former New England Patriots football star, who was serving a life sentence after being convicted for the 2013 murder Odin Lloyd, committed suicide.

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In an exclusive interview with Dr. Phil, Hernandez’s fiancée, Shayanna Jenkins-Hernandez, who stood by her fiancé throughout his trials and time in prison, breaks her silence. In the video above from Monday’s episode, she says she was surprised to learn that her high school sweetheart may have taken his own life.

“He definitely was emotional and we had talks about encouragement,” she tells Dr. Phil, adding that Hernandez never mentioned suicide. “But I never would have suspected something like this.”

WATCH: Fiancée of Aaron Hernandez: ‘I Don’t Think It Was A Suicide’

She tells Dr. Phil how she learned about Hernandez's death when she received a phone call from the prison at 5:27 a.m.

“They informed me that, indeed, Aaron was deceased,” Jenkins-Hernandez says, fighting back tears. “At first, I thought it was a hoax. I thought that this was some cruel person playing a trick on me.”

WATCH: Aaron Hernandez’s Fiancée Says He Loved Their Daughter, ‘She Was Very Much A Daddy’s Girl’

On Monday’s episode, Jenkins-Hernandez, who is mother to Hernandez’s 4-year-old daughter, recalls the last conversation she had with him and discusses the note he left for her and why she has questions about it. And on Tuesday, Jenkins-Hernandez responds to rumors about the football star’s sexuality and his alleged intimate relationship with a fellow inmate. Check here to see where you can watch.

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‘I Want Answers’ Says Shayanna Jenkins-Hernandez, Fiancée of Aaron Hernandez