As David and Samantha Cameron were visiting Ground Zero on the final day of their tour of the US, she was heard to say that, "the memories of that day will stay with me forever".
She said: "I just couldn't believe it had happened and to see the aftermath and the effect on the city was just so shocking.
"I often think about the people who died and their families - I am glad I have been able to come and pay my respects properly today."
The Prime Minister has said he had been "bowled over" by the warmth and reception he received from US President Barack Obama.
Our Political Editor looks at the significance behind David Cameron finishing his US tour with a visit to Ground Zero.