The bridal shop owner - who was fired during this week's show by Lord Alan Sugar - described it as "the worst moment of my life" when producers told her about former partner Chris Lindsay's death.
Lindsay, 34, was the father of Hogg's four-year-old son Reece. He was believed to have been murdered while visiting the Costa del Sol.
"I was in an absolute state of shock. I just wanted someone to pinch me. I couldn't speak. It was like something from a film," she told The Sun.
"When you hear that someone you cared for deeply - and who did something as amazing as giving you a child - has gone through that ordeal it hurts like mad. It was really disturbing."
Hogg revealed that she was pulled to one side during a task in October and taken back to the house.
"The Apprentice house nanny Claire was waiting for me with my bag and said, 'I need to speak to you'. The producers told me to just go with her. I was so confused. I was like, 'Oh my God, what's happened? Is my little boy okay? Is my dad ill?'
"Automatically you think something terrible has happened but they wouldn't say. They just told me we needed to have a little chat. That was possibly the worst moment of my life. We were in the middle of nowhere in Essex and the nearest hotel was a 15-minute drive.
"But she didn't want to say it in front of the taxi driver. Eventually she said, 'It's Reece's dad. He's been murdered'. I was so upset."
Hogg explained that she and Lindsay had not been close for several years and he had not been a heavy presence in her son's life.
"If Chris had been involved in Reece's life I'd have been home in a flash. But I thought me going back wasn't going to influence the situation.
"Chris and I were together for two years but our relationship had been breaking down during the pregnancy. If I hadn't been pregnant I would have walked away sooner.
"I wanted my little boy to have a dad but it became apparent after Reece was born that we were never going to have a happy family.
"It was the hardest decision of my life to walk away with such a young child. But I had no choice. Chris wasn't blocked from seeing Reece but he didn't visit him. We weren't talking by then. I didn't think it was my job to find him and ask him to be a dad."
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Hogg did not inform her fellow Apprentice candidates or Lord Sugar at first and started to struggle with the next task.
"I went back to the house after the task. No one knew what had happened. I don't even know if Lord Sugar knows. I was acting as normally as I could but deep down I was upset as hell. My mental state was all over the place. In those situations you usually want to have a glass of wine with your pals and get it out. I shared a room with my fellow contestant Jade and it eventually came out.
"The next day we were full-pelt continuing with the task but by lunchtime it hit me and I just felt sick. I got through the afternoon but as soon as the cameras stopped at 5pm I burst into tears."
Hogg refused to suggest that her situation affected her performance on the show, but insisted that poor editing made it look as if she did not do much during the task that saw her being fired.
"I will never know if what had happened affected my performance. I was never going to play that card. But I was devastated when I was fired. I was in the show to go all the way.
"If they had showed me more in that episode you would have seen that I was more enthusiastic. But who am I to start rearranging the show?"
The Apprentice continues Wednesday, May 16, at 9pm on BBC One.