Through a statement read by her attorney outside the FBI's Los Angeles office, Danley said her boyfriend, Stephen Paddock, bought her a ticket to the Philippines prior to the shooting and wired her $100,000 to buy a house there.
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"It never occurred to me in any way whatsoever that he was planning violence against anyone," she said in the statement read by attorney Matthew Lombard.
She expressed sympathy for the victims and said she had no clue that he was planning the attack.
She said she flew back voluntarily to the United States and is fully cooperating with the FBI and Las Vegas police.
"I will cooperate fully with their investigation. Anything I can do to help ease suffering and help in any way, I will do. Please respect my privacy and my family's privacy."
MORE: Girlfriend of Las Vegas shooter returns to US, met by federal agents at LAX
The interview came after Danley, who lived with Paddock, returned to the country on a flight from Manila. She landed at LAX late Tuesday, where she was met by federal agents at the airport.
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She spoke to FBI agents along with her attorney Wednesday in the Los Angeles field office.
Girlfriend of Las Vegas shooter returns to US, lands at LAX
Authorities had been trying to track down Paddock's live-in girlfriend since the attack happened and found out she had been visiting family in the Philippines. She is considered a person of interest in the worst mass shooting in modern U.S. history that left 58 people dead and more than 500 wounded.
MORE: Las Vegas gunman transferred $100K overseas, set up cameras at hotel room
Authorities were looking into why Paddock wired $100,000 to an account under Danley's name in the Philippines the week before the massacre.
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MORE: Las Vegas shooter's girlfriend tells brother she has 'clean conscience'
According to Danley's brother, his sister told the family that she has a "clean conscience" after the Sunday shooting that killed 58 and injured more than 500.
MORE: Sisters of Marilou Danley, girlfriend of Stephen Paddock: 'He sent her away' to plan
Danley's sisters in Australia have said they believed Paddock "sent her away" to the Philippines prior to the shooting.
Danley also expressed deep sympathy for the victims of the shooting.
"I am devastated by the deaths, the injuries that have occurred," her statement said. "And my prayers go out to the victims and their families. And all those who have been hurt by these awful events. I have faith in God and I will continue to pray for everyone who has been harmed or hurt. I am a mother and a grandmother and my heart breaks for all who have lost loved ones."
FULL STATEMENT BY MARILOU DANLEY, AS READ BY HER ATTORNEY MATTHEW LOMBARD:
"I am devastated by the deaths and injuries that have occurred and my prayers go out to the victims and their families and all those who have been hurt by these awful events.
I have faith in God and I will continue to pray for everyone who has been harmed or hurt. I am a mother and grandmother and my heart breaks for all who have lost loved ones.
I knew Stephen Paddock as a kind, caring, quiet man. I loved him and hoped for a quiet future together with him.
He never said anything to me or took any action that I was aware of that I understood in any way to be a warning that something horrible like this was going to happen.
A little more than two weeks ago, Stephen told me he found a cheap ticket for me to the Philippines and that he wanted me to take a trip home to see my family.
Like all Filipinos abroad, I was excited to go home and see family and friends. While there, he wired me money, which he said was for me to buy a house for me and my family.
I was grateful, but honestly, I was worried that first the unexpected trip home and then the money was a way of breaking up with me.
It never occurred to me in any way whatsoever that he was planning violence against anyone.
I have not made a statement until now because I have been cooperating with the authorities. I voluntarily flew back to America because I know that the FBI and the Las Vegas Police Department wanted to talk to me and I wanted to talk to them.
I will cooperate fully with their investigation. Anything I can do to help ease suffering and help in any way, I will do. Please respect my privacy and my family's privacy."