As for her view of the relationship, Weinstein said, "I didn't like being second. I didn't like playing the back room type of person."
She says Madoff was afraid of what would happen if his wife, Ruth Madoff, learned of their affair.
"He was petrified of Ruth … of his wife finding out," she said. "Divorces or something like that leads to books being opened … something might come out."
When asked if she had a message for Madoff, she said she wanted him to know that the victims of "this immense human tragedy ... will survive."
And, she added, "he shouldn't have stolen money from somebody you have a relationship with."