Kerrigan spoke with ET on Monday during rehearsals for the Bank of America Winter Village at Bryant Park event in New York City, where the 46-year-old skater opened up about her slain friend.
"It's devastating news to hear that a friend has died in such a tragic way," Kerrigan said. "It's just a horrific thing."
The 44-year-old Swasey, a six-year veteran of the University of Colorado at Colorado Springs police force, was shot and killed while responding to the attack on the health clinic.
Kerrigan, who paid tribute to Swasey in an interview with the Boston Herald on Sunday where she said he was "like a brother" to her, explained that she felt "very blessed" to feel like she was still "part of the family" to Swasey's relatives, even though it had been many years since the two were close.
"They let me know before I had to read it on the news, so that I didn't have to see that, and I could call some friends and warn other people as well," Kerrigan explained.
Kerrigan and Swasey had been fellow skaters back in their hometown of Stoneham, Massachusetts.
"We trained together [and] we drove together to the rink for a long time," Kerrigan recounted. "Garrett's dad picked me up every day -- even when Garrett wasn't going because he was sick or something."
"[Swasey and his family] were instrumental in my life and in my career and as an example of kind and giving people," Kerrigan continued.
Swasey moved to Colorado in the '90s to further train as a champion ice dancer at the Olympic Training Center, before later retiring from the sport to pursue a career in law enforcement. However, when they were young and training hard to chase their figure-skating dreams, Kerrigan recalled that they were always there to support each other.
"We were there on the ice there for each other, giving each other some tips and rooting each other on all the time," Kerrigan shared. "At the same time [we were] teasing each other like a big sister and little brother might do."
On Sunday, the names of the two other victims that were found dead were revealed -- Ke'Arre Stewart, a 29-year-old Army veteran who served in Iraq and the father of two children, and Jennifer Markovsky, a 36-year-old married mother of two. In addition, nine people were injured in the shooting spree.
Kerrigan said she will always remember her friend and fellow skater as "someone who was always giving and always caring and doing for others."
Swasey leaves behind his wife of 17 years, Rachel, and their two children -- 11-year-old son Elijah and 6-year-old daughter Faith.