"I had no indication or any feeling that he was" gay, Ms Jenkins Hernandez said. "He was very much a man to me. I don't know where this came from.
"It's embarrassing in a sense, it's hurtful. Regardless if it was true or not, it's just not something that I saw. It's not something I believe and it's not him," she said.
Ms Jenkins Hernandez said she asked the former footballer directly about the rumours.
"He said it wasn't true," she said.
Two days before his death, a Boston radio show floated the theory that Hernandez killed Lloyd, who was dating his fiancee's sister, because he found out the New England Patriots star was bisexual and planned on revealing that information.
"Who wouldn't be concerned with rumours as such?" Ms Jenkins Hernandez said. "But I don't know if he got wind that it may be released."
Ms Jenkins Hernandez said she had never heard of Kennedy, nor had her fiance mentioned him.
"I don't know who this Kyle Kennedy is. I've never heard of him, honestly," she said.
She also disputes claims that a suicide note was left for Kennedy, as well as a $US50,000 ($67,000) watch.
"If Kyle Kennedy was such a close friend, and Aaron was telling him he wanted to 'hang it up,' he would still be here because Kyle Kennedy should have, you know, poked that light bulb in somebody's head and been a true friend and stopped it," she said.
"I think it's very foolish for a man, or his counsel, to come out and talk about a $US50,000 watch when he has a child, and offer his condolences to his fiancee and his child but then asking for such things or saying such things. It's not commendable."
"I think it's a crock of bull," she said.
Ms Jenkins Hernandez said she took the couple's daughter, Avielle, to see her dad's dead body.
"I'm very honest with my child. I allowed her to view her father's body in private, just us, and say her last goodbyes. I didn't want her to grow up and think that she couldn't say goodbye," she said.
"She found the courage to actually touch his hand and I think she built up some encouragement to say goodbye."
Ms Jenkins Hernandez said they put a chain in Hernandez's jacket pocket, and that Avielle has the other half. She also has a locket with some of Hernandez's ashes in it.
"I explained to her that daddy won't call anymore, daddy won't be able to talk. But she gets it, she gets it. And we talk about her emotions. I ask her how she feels, she'll ask me how I feel. Some days she's sad, some days she cries. I hope her and make sure she's OK," she said.
Ms Jenkins Hernandez, who still doesn't believe that her fiance killed himself, said she believes someone forged the suicide note he left for their daughter.
"It did have her name on the top as normal. But as far as the content, very vague, very short, nothing seemed very personal, very loving of course, sensitive, but nothing personal," she said. "I feel like with this being such a high profile case, any kind of information can be gathered and put into something. I feel like writing a four-year-old, you can kind of say anything. You're talking about a guy who was present but not present. So no, it wasn't personal in that way where he was referencing games or pet names or favourite books. It was nothing like that."
Ms Jenkins Hernandez, who has fallen out with her sister after she took Hernandez's side after Lloyd's murder, revealed she had also become estranged from her fiance's family, believing that they did not support him enough during his trial.
