The former first minister spoke as she left the home she shares with Peter Murrell in Glasgow on Friday afternoon.
“It’s incredibly difficult, but you know, that’s not the main issue here,” she said.
“I can’t say anymore, I’m not going to say anymore.”
The former SNP leader said she didn’t think she was “revealing any secrets” by saying how difficult a time it was and told reporters outside her home that “there’s nothing going to happen down here”.
Getting into her car, the newly qualified driver asked not to be distracted as she was driving away.
Earlier, Mairi McAllan MSP gave her reaction to former SNP chief executive Peter Murrell being charged as part of Operation Branchform.
The 59-year-old husband of former first minister Nicola Sturgeon was re-arrested on Thursday morning, more than a year after his first arrest.
Police Scotland confirmed he had been charged in relation to alleged embezzlement of funds. Ms McAllan, Humza Yousaf’s cabinet secretary for well-being economy, net zero and energy, appeared on Radio Scotland’s Good Morning Scotland show on Friday to defend her government’s u-turn on Net Zero targets.
She was asked about the charges brought against Mr Murrell but refused to give much away.
She said: “Look, I entirely understand why you’re asking me about it but as you say, it’s not for me to comment on an ongoing, active matter and frankly, even if I could, I don’t have anything to share with you. I don’t know any more than what’s in the public domain.”
Murrell’s charge is part of a probe known as Operation Branchform into the spending of more than £600,000 in donations for independence campaigning.
Ms Sturgeon and former party treasurer Colin Beattie MSP have also been questioned by detectives but have not been charged.
It was reported on Thursday night Murrell had resigned his SNP membership.