"They kept telling us, 'We're going to let you go. We're going to let you go. This is nothing. We're just checking up on a few things,'" she said.
Instead, the three eventually were taken to Evin prison in Iran and all thrown into solitary confinement. Shourd, who has appeared stoic in the two news conferences since her release, told Winfrey with a faintly cracking voice about the horrible realization once they arrived.
"It didn't hit me until we arrived in Tehran and that's when we were separated for the first time," she said. "That was one of the most devastating moments, because they just tore us apart and threw us into three different cells. And I screamed and screamed all night long. That's when it hit me that we were in prison."
Still, Shourd said Iranians told the trio for the first six months that they were not being charged with espionage. Then the harsh news came from Shourd's investigator that her guilt or innocence of the charges did not matter.
"It hit me that I was part of something that was bigger than myself," she said, "something that I didn't deserve to be a part of, but I was part of it."
After more than 13 months of anxious waiting and unnerving uncertainty, Shourd was released -- but not before a few power plays were made both within the Iranian government and between Iran and the U.S.
Ahmadinejad already has used Shourd's release to call on the U.S. to free eight Iranians he claims American officials are holding.
"It would not be misplaced to ask that the U.S. government should take a humanitarian gesture to release the Iranians who were illegally arrested and detained here in the United States," Ahmadinejad told ABC News' Christiane Amanpour on "This Week."
Shourd said that she endured the nearly 14 months of detention almost completely in solitary confinement, in a cell that was "eight steps by five steps."
She was not allowed to write or phone her mother, Nora, despite repeated crying and pleading to do so.
"The worst thing is thinking about my mother," she said. "I mean my whole family. But my mother and I are extremely close... I just thought about her terror."
Seven months into her detention, she was finally allowed a phone call.
"It was incredible just to know that she could have that relief," Shourd told Winfrey. "It was also really difficult because I felt I didn't have a lot of hope at that time. And I heard the hope in her voice and I was happy that she had hope, but I didn't have hope."
Shourd said she was terrified for the first few months, but only broke down once.
"There was only one day in prison where I really gave up. I just didn't get out of bed, didn't eat, just cried. Didn't even speak to the guards. I had to pick myself up, I had to keep going for my mom and for everyone else that loves me and for God. That's really what makes you not give up," she said.
Shourd said that after the first couple months, she was allowed to see Bauer and Fattal for an hour every day. They would spend the time, she said, in a circle holding hands. On Fridays, the three called their hour their "date night."
"The only way I could make myself look a little better was some jelly, some strawberry jelly on my lips," Shourd said with a laugh. "That was a little something."