The mother-of-four appears on the upcoming series,Jill and Jessa: Counting On, and recounts for the first time what went through her mind when she learned Josh had been unfaithful in their marriage. "It's like, I'm going to wake up and everything's going to be OK," the 27-year-old says. "This can't be true."
In an earlier preview for the show, Anna also admits that it "was heartbreaking to hear what had happened."
Josh's sister, Jill, reveals that she too was hurt to learn of her older sibling's transgressions, especially after she and Jessa had defended him in an interview following the news that he had molested five underage girls, including Jill and Jessa as well as two of their other sisters, when he was a teenager.
"It wasn't right for him to let us speak our words without having full knowledge of what he was hiding," Jill, 24, said.
"I cried a lot of tears," she admitted. "My first thoughts were for Anna."
Jessa, 23, added, "Someone who you love, how could this happen?"
Jill insisted that the Duggars will persevere. "We will come out of this fire, so to speak, as a family unit," she said.
Jill and Jessa: Counting On premieres on Sunday, Dec. 13 at 8/7c with a 90-minute episode on TLC. The subsequent specials will air at 9/8c on Dec. 20 and 27.
In September, ET spoke exclusively to Anna's cousin-in-law, Amy (Duggar) King, who said that Josh's wife was "doing well," adding that she is "strong," and was "taking the time she needs for herself."
Here's more from ET's interview with Amy: