The Italian sisters, who were cleared of defrauding Nigella and her ex-husband Charles Saatchi of £685,000 last December, were speaking for the first time after their three-week court case.
In a televised interview with ITV's This Morning host Phillip Schofield and guest host Christine Bleakley, the siblings were asked whether they felt guilty about Nigella's forced confession of taking cocaine and cannabis.
"It was our freedom," said Francesca. "We were in court not because of her drug use or because we wanted her to be punished.
"In admitting it, I think she was very brave to do so, good for her for doing so. But I didn't feel guilty."
"I feel sorry that we ended up in that situation," said Elisabetta, known as Lisa. "That she did admit to that. But no, not guilty, because it was nothing to do with me, it's her life."
"It's mortifying for her, it's mortifying for us, it's mortifying for everybody involved," said Francesca.
When asked whether the sisters could ever reconcile with Nigella, the pair admitted that they felt as if they'd lost a family member, but going back to old ways wasn't an option.
"I think the reason why we can't reconcile is because, to use an analogy, it's like a broken mirror — you can glue it back together but you see all the cracks," said Francesca.
"There are no winners in this situation," said Elisabetta. "All of us lost something."
"I felt sorry for all of us involved," said Francesca. "We shouldn't have reached that. I think maybe we won the case but definitely she had the most support from the public.
"She is well loved and she will always be loved. I'm sure she will be fine. She's great at what she's doing and I wish her all the best."
In the court case, the Grillo sisters, who were accused of fraudulently using company credit cards, claimed that every purchase made on items including luxury designer goods for themselves had been approved by Nigella and Charles.
The pair was found not guilty on 20 December by jurors at Isleworth Crown Court.
Nigella and Charles announced their divorce in July last year. The media mogul has since been romantically linked to fashion presenter Trinny Woodall, who he spent New Years with on a super-yacht in the Caribbean.