“Nothing suspicious happened,” Anna Duritskaya said in a Dozhd TV broadcast.
She said that she failed to get a good look at the killer and his car.
“I turned, and the only thing I saw was a light-color vehicle. I was unable to distunguish its maker, model or license plates; the car was moving away.”
When asked whether Nemtsov received any threats, Anna Duritskaya replied: “None of us did.”
She said she had no idea of who could be behind the murder.
“I don’t know who could do this,” she said in a Dozhd TV broadcast.
“I’ll probably have to have a polygraph test, an investigator told me,” Anna Duritskaya said on Ekho Moskvy radio station.
Nemtsov was killed in Moscow at 11:40 p.m. on Friday (20:40 GMT), after four shots were fired in his back while he was walking with a female companion across the Zamoskvoretsky bridge, according to the Russian Interior Ministry.
On Saturday, Russian President Vladimir Putin ordered the Investigative Committee, the Interior Ministry and the Federal Security Service to create a joint investigative team.