"It's just heartbreak," the Oscar winner, 46, tearfully told WSJ magazine, in an interview conducted on 1 March, but not published until this week.
Julia Roberts is grieving her sibling
"It's only been 20 days. There aren't words to explain what any of us have been through in these last 20 days," Julia said. "It's hour by hour some days, but you just keep looking ahead."
Former production assistant Nancy, 37, was found dead inside her Los Angeles apartment of an apparent drug overdose on 9 February, her family announced the following day.
Julia did not address the rumours that her relationship with Nancy was strained, and spoke instead about her grief following her death.
"You don't want anything bad to happen to anyone, but there are so many tragic, painful, inexplicable things in the world," she said. "But (as with) any situation of challenge and despair, we must find a way, as a family. It's so hard to formulate a sentence about it outside the weepy huddle of my family."
Julia has found solace with her husband Danny Moder, and their three children; nine-year-old twins Finn and Hazel, and six-year-old Henry.
She also finds a sense of calm from meditating or chanting — and is keen to share that with her brood.
"Meditating or chanting or any of those things can be so joyous and also very quieting," the star said. "We share and just say, 'This is a way I comfort myself'."