Saldanha was found dead just days after she answered a prank call from the 2Day FM co-hosts. Pretending to be the Queen and Prince Charles, the DJs made enquiries about Catherine, Duchess of Cambridge's pregnancy last week.
The pair gave a tearful interview to Channel Nine's A Current Affair, saying that they were "gutted and heartbroken" over Saldanha's suspected suicide.
Christian told presenter Tracy Grimshaw: "When we thought about making a call, [we thought] it was going to go for 30 seconds, we were going to be hung up on, and that was it. As innocent as that."
Mel Greig said: "We thought a hundred people before us would've tried it. We thought it was such a silly idea and the accents were terrible, and not for a second did we expect to speak to Kate, let alone have a conversation with anyone at the hospital. We wanted to be hung up on.''
Christian tearfully said: "Shattered, gutted, heartbroken and obviously, you know... our deepest sympathies are with the family and the friends.
"Prank calls are made every day, on every radio station in every country, around the world and they have been for a long time, and no-one could've imagined this to happen.''
Greig added: "There's not a minute that goes by where we don't think about her family and what they must be going through, and the thought that we may have played a part in that is gut-wrenching."
The pair also spoke to Channel 7's Today Tonight programme, with Greig saying: "Unfortunately, I remember that moment very well because I haven't stopped thinking about it since it happened, and I remember my first question was 'Was she a mother?'"
Christian continued to say that there had been "no malice" in the call and "no harm intended" to the nurse, staff or to the royal couple. Greig added that they had expected for staff to hang up on them straight away.
"The accents were terrible. You know it was designed to be stupid," she continued. "We were never meant to get that far from the little corgis barking in the background - we obviously wanted it to be a joke."
When asked if there was a "witch hunt" against them, she said: "There's nothing that can make me feel worse than what I feel right now. And for what I feel for the family. We're so sorry that this has happened to them."
2DayFM have stated that a review is being put into place for its broadcasting policies. The call had been pre-recorded before it went out on air, with at least five attempts being made to get permission from the nurses involved in the call.
Greig and Christian have been receiving counselling following the death of Saldanha, while their show has been indefinitely taken off the air.
Scotland Yard has contacted Australian police concerning the hoax call to the Duchess of Cambridge's hospital.