Reports had suggested that the former glamour model had been alerted to plans by Russian gangsters to kidnap her.
The Daily Star claims that Price has admitted to friends that she "was petrified" at the time.
"It was a hellish time," she is said to have told friends. "There were lots of things going on just then, with me and Alex [Reid] and with Pete [Andre]. I just tried to look after my kids and work through the chaos."
She added: "I wanted to do everything I could to ensure the menace went away."
Price had allegedly been warned about "specific intelligence information" that she was a potential target for a gang who previously raided the homes of several footballers including Steven Gerrard and Darren Fletcher.