She made the remarks Monday night on VH1's "Behind the Music." The Oscar winner said she went into seclusion after the murders.
Hudson said that for two weeks straight she was "inside one room with just family and friends coming in and out."
As for her performance of the song "You Pulled Me Through" at the 2009 Grammys, Hudson said, "I was definitely thinking of my family when I was singing that song." She said she knew her brother would have been disappointed if she didn't do it justice.
