(CNN) The fiancee of former New England Patriot Aaron Hernandez said in a televised interview aired Tuesday that the ex-NFL star denied to her rumors that he was gay.

In the second part of a prerecorded television interview, Shayanna Jenkins-Hernandez told Phil McGraw of the talk show "Dr. Phil" that defense lawyers told her about the rumors.

"I asked him if it were true," she said. Hernandez, in prison for the fatal shooting of a man who was dating the sister of Hernandez's fiancee, told her "that it wasn't."

Hernandez, 27, was found dead in his cell at the Souza-Baranowski Correctional Center on April 19, authorities said. His death came five days after he'd been acquitted in a separate double murder trial.

After Hernandez died, there were published reports that he feared being outed as gay or bisexual.

"I had no indication or any feeling that he was (gay)," Jenkins-Hernandez said. "He was very much a man to me. I don't know where this came from."

She indicated Hernandez had concerns about rumors while in prison serving a life sentence of Odin Lloyd, but said she didn't know whether Hernandez thought the claim might surface publicly.

In Monday's segment, Jenkins-Hernandez said she didn't believe her fiance killed himself. In Tuesday's interview McGraw asked her whether she thought Hernandez might have killed himself so she could inherit millions of dollars.

"That I don't know," she began. "I think anything is a possibility, but I don't know what this, this doing, was for. If he was sitting right here there's tons of stuff I would ask. I can't speculate on what he was thinking, or why he may or may not have done it. ...

"I don't believe that would be the cause."

Following a Massachusetts formality, a judge vacated Hernandez's conviction in the Lloyd case after the onetime superstar's death, but a prosecutor promised to appeal the decision. McGraw said his interview with Jenkins-Hernandez was recorded the day of the judge's ruling, May 9.

Lloyd's mother told reporters that day she was not angry.

"I'm not because God said the battle is not yours, it's mine, he said. So I know God is fighting this battle for me," she said. "In our book he is guilty and he will always be guilty."

He was innocent, fiancee says

Still wearing her engagement ring, Jenkins-Hernandez said in the interview that aired Monday that her fiance's guilty verdict in the Lloyd case was "a shock to all of us. We were definitely leaning more toward an innocent verdict."

On Tuesday's show, she addressed the issue of three notes found after Hernandez died, saying one was to her, one was to their daughter, and one was to his lawyers.

There were peculiarities in his suicide note to her , she said in the first segment. It was oddly short, and rather than calling her "babe" or "bae," he addressed her by name, she said. It was also strange that he didn't sign it "soulmate."

"It screamed love, but it wasn't personal. It wasn't intimate. ... There were some odd parts where It didn't make sense," she said. "The handwriting was similar but I feel like, again, you have nothing but time in there, so, I feel like it's easily duplicated or could be."

She did, however, say the phrase "You're rich" referenced their love.

Shayanna Jenkins-Hernandez

Asked if she believed her fiance was guilty of Lloyd's killing, Jenkins-Hernandez said, "I truly don't. I've said it over and over. He may have been at the wrong place, wrong time, but I don't think what is said to be out there is actually accurate."

On Tuesday's segment she added: "I want him to be known as innocent, because he was. ... (The media) want to make him out to be this monster and he's not."

Their last chat

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Jenkins-Hernandez told McGraw in the first part of the interview there was no indication Hernandez was suicidal. Their chats prior to his death struck an encouraging tone. He spoke of coming home and keeping up the fight, she said.

She called the acquittal in the second murder trial a high point in her fiance's legal drama, and the night before he died, he told their 4-year-old daughter, Avielle, he was coming home and couldn't wait to sleep in the bed with her and her mother.

She believes she was the last person to speak with him, and their conversation was "completely normal." At no point did he indicate he would never see her or Avielle again.

"I remember him saying, 'Babe I've got to go. They're shutting the doors.' I honestly don't think we said, 'I love you' to each other. And that was it," she said.

"I don't know what to believe, to be honest with you. It's just not the Aaron that I know. I think that if he would have done something like this, it would have been at his worst, and I felt like it was looking so bright. We were going up a ladder, in a sense, to a positive direction," she said. "I don't think this was a suicide, knowing him. I don't know. I don't know."

Had she any inkling Hernandez was pondering taking his life, she said, she would have taken action.

"I wanted him home more than anyone. I would've stopped it. I would've told someone," she said.

'He was absolutely in love'

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Jenkins-Hernandez also spoke about her fiance's "big heart," especially when it came to Avielle. He never let the fame or multimillion-dollar contract change him, she said.

Pressed by McGraw on whether Hernandez was a gang member, she said, "Not from knowledge," before conceding she probably wouldn't have known otherwise.

Asked if any of Hernandez's friends made her nervous, or if she'd ever confronted Hernandez about his friends, she said no.

"Everyone has their own choice in friends. He didn't have the best choice in some friends, but that didn't make him a bad person," she said. "I wouldn't say I felt uncomfortable in my home. I separated myself. ... I pick and choose my battles, and there's some things that I pressed on and some things I didn't."

Family remains important to her, Jenkins-Hernandez said, explaining that she changed her name even though she and Hernandez were just engaged, "for the simple fact that we were a family, and I'm very strict on that."

Avielle "was very much a daddy's girl," she said, explaining that she took the 4-year-old to see her father once or twice a week before his death. They never spoke about the drama, only happy times, and Avielle would sit in Hernandez's lap, play cards and color during their visits.

"He was absolutely in love. When we were all together, he was focused on her. It's kind of like I was just the chaperone, in a sense," she said. "When she was there, she took over and she demanded attention. That's for sure."

Asked if Avielle understood her father was a convicted murderer, or even that she was visiting him in prison, Jenkins-Hernandez said they always kept the visits positive.

"She has no idea, and I won't tell her until she decides to ask or if she asks. She thought daddy was at work. That's how we kept it. She knows nothing about, jail, prison or any of that stuff," she said.

An earlier version of this story misstated the timing of Hernandez's suicide. It happened days after his acquittal in a double murder case.