"It's been a big day. It's been a big year, hasn't it? Holy moley," she said at the start of the video.
Gillespie described how she lost her magazine job first and thought "at least I still have my radio job". Then they took a pay cut - and now they've been made redundant.
"It certainly doesnt mean the end career-wise," she said.
The broadcaster says she is working on "a very saucy book" and is "really excited about some projects", including two podcasts "and then something else exciting as well".
"It's been a hard day," she said, adding that "it's hard not to take it personally".
"There's no hard feelings at all with MediaWorks but it's a hard time for a lot of people. And who are we to complain when there are so many people who are going through the same thing, if not worse?" she added.
"Covid-19 has been such a b*tch for so many people."
The broadcaster said "lots and lots of people in [the] company have lost their jobs".
"We're all in this storm together but we're in different boats."
Gillespie said she is lucky to have her "wonderful children, her home, friends, empathy, and experience and that it is "just one of many Covid-19 stories".
"That's just how it has to be for now, and that's ok."
She added people should expect to see even more from her now.
"These new things I'm going to be doing are pretty bloody exciting," she added.