Speaking for the first time since losing the initial stage of a legal challenge against the decision, she told ABC News: "When my citizenship got rejected, I felt like my whole world fell apart right in front of me.
"I wasn't even told by a government official. I had to be told by journalists."
Former Home Secretary Sajid Javid stripped the former east London schoolgirl of her citizenship in February last year after she was found in a Syrian refugee camp, three years after joining IS - a decision Ms Begum's lawyers argued was unlawful as it rendered her stateless.
ABC News Correspondent James Longman visited Begum in her refugee camp for foreign women in Northeast Syria.
In tweets shared by Longman, Begum is pictured wearing jeans, boots, a parka and a loose hijab. When she spoke to ITV News last February she was wearing a burqa.
Asked about her British citizenship, Longman reports Begum said: "I kind of saw it coming because I did do my research just before I came out. I thought I would be a bit different because I had not done anything wrong before I came to ISIS."
Longman told her she had appeared "unrepentant" in previous media appearances, and said he was concerned with her "seeming refusal to disavow its teachings."
But Begum said she was just "afraid for her life".
"I had just come into the camp. I had just given birth. I was hearing all these stories about women threatening other women," she reportedly told him.
During Longman's visit, Begum was seen sharing a tent with US/Canadian Kimberley Polman, who also joined IS in 2015, and is waiting on a decision from the US or Canada on whether she can return.
Their tent is heated, has electricity, satellite TV and cooking appliances, and was decorated with knitted cushions, pictures of family and Valentines' Day decorations during Longman's visit.
One of the Valentines' Day decorations was a handwritten card with a Bible verse written on it from Corinthians: "Love is patient. Love is kind... Love keeps no record of wrongs, does not delight in evil, but rejoices with the truth."
The decision to revoke Begum's citizenship is lawful only if the individual is entitled to citizenship of another country.
Ms Begum is of British-Bangladeshi heritage, but her barrister, Tom Hickman QC, said at a hearing last October that she "is not considered a national of Bangladesh and was therefore rendered stateless by the deprivation decision".
He added in the same hearing that conditions in the al-Roj camp where she was being held was "incredibly fragile and dangerous" and breached her human rights.
Ms Begum's third child died in the camp last March, soon after she was told of the decision to strip her of citizenship.
She's also lost two other children, a girl and a boy.
Ms Begum, then aged 15, was one of three schoolgirls from Bethnal Green Academy who left their homes and families to join IS, shortly after Sharmeena Begum – who is no relation – travelled to Syria in December 2014.
Ms Begum claims she married Dutch convert Yago Riedijk 10 days after arriving in IS territory, with all three of her British schoolfriends also reportedly marrying foreign IS fighters.
She told The Times last February that she left Raqqa in January 2017 with her husband, who is being held in a detention facility in Syria.
ITV News shows Shamima Begum a letter from the then Home Secretary revoking her British citizenship