The two were close until a bitter falling out when Mr Salmond was accused of sexual harassment by female civil servants.
He then took Ms Sturgeon’s government to court and was awarded £512,000 in costs after proving it had botched a probe relating to the allegations.
He claimed that his successor had misled Holyrood about the matter.
Mr Salmond was later charged with multiple counts of sexual assault but cleared on all counts at a High Court trial in 2020.
He died in October last year, suffering a massive heart attack while attending a conference in North Macedonia. He was just 69.
Reflecting on their relationship for the first time since his passing, Ms Sturgeon said: “He would be really rough on people. Many times I intervened to stop him.”
In 2020, former government Permanent Secretary Sir Peter Housden said he was aware of “bullying and intimidatory behaviour” but stressed he had known of “no suggestion” of sexual misconduct.
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Ms Sturgeon, a former protégé of Mr Salmond also said his death did not change anything for her.
She added: “I came to the conclusion that I probably grieved for Alex four, five years ago.”
The former first minister said she knows some of the women who made complaints against the former Alba leader, adding she had seen “the impact not just of what they believe happened to them initially but also the impact of the way he then behaved”.
“It’s been pretty hard,” she added.
Following his death, Ms Sturgeon did not attend the memorial service of Mr Salmond.
But she paid tribute to her predecessor, describing Mr Salmond as an “incredibly significant figure” in her life.
Despite the political power the pair once held, Ms Sturgeon said she believed the independence movement would survive without them.
She said: “The independence movement is bigger than any one or two individuals, and it has proven itself pretty resilient.”
Following Mr Salmond’s death, his allies have vowed to “seek justice” after he alleged the sexual harassment allegations were the part of a conspiracy from senior SNP figures.
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Ms Sturgeon also discussed the challenges in her own personal life.
She remains under investigation in a lengthy police probe into SNP finances.
Operation Branchform has entered its fourth year – with 1,273 days passing since police began investigating how £666,953 of independence campaign donations were spent.
Both Ms Sturgeon and former party treasurer Colin Beattie were arrested in June 2023 but released pending further investigation.
However, former party chief executive – and Ms Sturgeon’s husband – Peter Murrell, was charged with embezzlement in April 2024.
Ms Sturgeon has maintained her innocence and in December said she knew “nothing more” about the police probe.
She resigned as first minister in February 2023, stressing it was unrelated to the investigation.
Ms Sturgeon has also applied to the SNP to stand again in 2026 but has yet to confirm whether she intends to do so.
Discussing the difficult 18-month period since she was arrested, she told the paper: “If you described the scenario before it happened, I would have [said] how on Earth would I be able to function? But I have.”
In August, Police Scotland provided its full findings of the investigation so far to the Crown and Procurator Fiscal Service.
Later, Chief Constable Jo Farrell confirmed the force was yet to hear back from prosecutors, adding officers were “still awaiting direction”.