Her brother had tried to cajole her into joining the young company, but she said wasn't interested in leaving her job at Manhattan-based advertising agency Ogilvy & Mather.
"At first I was, like, 'there's no way I'm leaving New York and I'm going to move out and join your little start-up'," she said. Finally getting on board in 2005 after catching the "entrepreneurial bug", she moved out to California and took up a position as marketing director.
Since leaving Facebook last year Zuckerberg has now founded her own firm - RtoZ Studios - which she says will look to build up and invest in televisions shows that use social media in interesting ways.
Zuckerberg gave a range of advice this morning on how companies can leverage and use social media to connect with consumers.
Asked what the worst thing a company could do with their social media profile, she replied:
"The worst mistake a brand can do is to go silent, even in the wake of the worst brand crisis ever, just face it head on.
There are some times where you can say no comment for a certain amount of time while you are prepping what you are going to do, but I don't think it works anymore to just go silent on your consumers," she said.
Despite leaving Facebook, Zuckerberg said she still holds shares in the company, which was valued at US$104 billion during its initial public offering in May.