"It would be different if I believed he was a dirty, rotten, corrupt guy who did all these things," she said in an episode of "The Rosie Show" that will air Wednesday on the Oprah Winfrey Network.
The interview comes just two weeks before Rod Blagojevich is set to report to federal prison in Colorado to start a 14-year sentence for corruption.
The couple has kept a low profile since his sentencing, and judging from the four clips posted by the show on its website, the former governor is struggling to accept the prospect of a long prison term.
"My husband doesn't even want to talk about it," Patti Blagojevich said. "He doesn't even want to go there mentally."
O'Donnell drew tears from Blagojevich when she advised how the former governor ought to face up to the reality of his looming punishment and talk to his daughters before he reports to prison by March 15.
"It would probably be wise to take the time between now and the 15th to get all of those feelings out to have him face the faces of his children and look them in the eye and say, 'This is breaking daddy's heart,'" O'Donnell said.
"Now you're going to make me cry," Patti Blagojevich said softly, fighting back tears.
Blagojevich said her biggest fear was that her two daughters would be "totally screwed up from this."