Carole, 55, broke her silence on Instagram Sunday February 17, two days after the 85-year-old passed away.
"She was loved. ❤️ Rest in Peace, Lee," the author wrote along an old picture of Jackie Kennedy's sister.
The journalist also had a message for her followers.
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"Thank you for the kind words & comments. ?," she ended the post.
Carole, who was married to Lee's son Anthony Radziwill, remained close with her mother-in-law even after her husband lost his battle with cancer in 1999.