Marilou Danley’s comments came hours before police suggested Stephen Paddock had been living “a secret life”.
They said he may have been planning to escape instead of shooting himself dead, but did not give further details.
It is not yet known why he opened fire on an open-air concert, committing the worst shooting in modern US history.
Clark County Sheriff Joseph Lombardo told a press conference that:
But he said Paddock’s motivations and whether there were any possible accomplices remained a mystery. The FBI’s Aaron Rouse said so far no link to terrorism had been found but they would continue to “look at all avenues” without “closing any doors” because it was “an ongoing investigation”.
“We don’t understand it yet,” Sheriff Lombardo told reporters, but questioned whether he could have accomplished his plan by himself.
“You’ve got to make the assumption he had to have some help at some point,” he said.
Ms Danley, who spoke to the FBI on Wednesday, expressed shock at the “horrible unspeakable acts of violence” Paddock had committed.
Paddock “never said anything to me or took any action” which she understood as a warning of what was to come, she said in a statement read by her lawyer.
Ms Danley added: “I loved him and hoped for a quiet future together.”
US authorities named Ms Danley a “person of interest” in their investigation and said they had made contact with her shortly after the shooting.
Ms Danley voluntarily flew back to Los Angeles from the Philippines on Tuesday night to speak to the FBI, just over two weeks after Paddock had surprised her with a “cheap ticket” to enable her to visit her family.
While there, he wired her $100,000 (£75,400), explaining it was to buy a house.
“I was grateful, but honestly I was worried it was a way for him to break up with me,” she said. “It never occurred to me in any way whatsoever that he was planning violence against anyone.”
Her sister earlier told Australian outlet 7News that Ms Danley “was sent away… so that she will not be there to interfere with what he’s planning”.
Paddock checked into a suite in the Mandalay Bay Hotel on 28 September, reportedly using some of Ms Danley’s identity documents.
US President Donald Trump, who visited the city on Wednesday, said “America is truly a nation in mourning” in the wake of the mass killings.
Hundreds of people were injured in the attack.
President Trump praised the emergency services who battled to save as many as they could, despite the danger to themselves.
When the worst of humanity strikes – and strike it did – the best of humanity responds,” he said as he applauded injured officers.
“In the depths of horror, we will always find hope in the men and women who risk their lives for ours,” he added.
Mr Trump said he was in the “company of heroes” after visiting the first responders.
“Words cannot describe the bravery that the whole world witnessed on Sunday night,” he said. “Americans defied death and hatred with love and with courage.”
The shooting has prompted calls for reform to US gun laws.
But Mr Trump – who has been backed by the National Rifle Association, and spoke often of protecting gun rights during his campaign – has tried to steer clear of leaning too far either way.
After visiting Puerto Rico on Tuesday, he said “perhaps that [time] will come” for a debate.