Svetlana Lunkina said she could not explain the attack on Sergei Filin, but said she and her family had been the victim of ongoing threats.
"I can't even imagine what could have led to something that horrible to happen," Lunkina said through a translator.
"This is outrageous and it's terrible."
Lunkina said the threats against her, which she said included fabricated allegations and blackmail, came from a well known Soviet-era comedian, Vladimir Vinokur, her husband's former business partner.
Her husband, Vadislav Moskalev, had a dispute with Vinokur over a movie they were making, she said.
"I had nothing to do with the project or business dealings but the threats were aimed at me," she said.
On Wednesday, Vinokur told the Russian News Service radio that Moskalev did have a conflict with Filin and had threatened the ballet chief.
Lunkina, who glanced frequently at her gesturing husband as she answered questions, said Vinokur had backtracked on that assertion and also denied her ties to Filin were strained.
"I have had a very good relationship with Mr. Filin all along," Lunkina said. "We've been longtime partners."
Moskalev refused to comment.
Lunkina insisted the acid attack and her husband's business dispute were not linked.
"I don't see a connection between the two events because the conflict that we are involved in has been going on for the last six months at least."
Lunkina, 33, took a leave of absence from the Bolshoi and came to Canada in September, where she is a permanent resident.
The leave, for family reasons, was supposed to last until this summer, she said.
Her husband and two Canadian-born children — a daughter aged three and son aged nine — are Canadian citizens and have been living in Toronto on and off for the past decade.
As a result of the threats, she said she didn't know when she might be able to return to Moscow but said she was still a principle dancer with the Bolshoi.
"It is not safe for me or my family to go back to Russia now," she said.
"This is where home is now."
Lunkina said the threats comprised phone calls and letters with "false allegations" that were sent to major dance companies throughout the world. Only the Bolshoi has confirmed receiving such a letter, she said.
She refused to say what the fabrications were but said Vinokur acts as if he's "invincible."
While what happened to Filin, 42, was a "horrible thing," she said it was likely a "coincidence" and the Bolshoi was simply going through a bad time.
Lunkina denied Russian reports she had "fled" her homeland but said since her family was "persecuted in such a brutal way," it was simply impossible to remain in Moscow.
She said she was only speaking out now because they were collecting evidence against Vinokur.
On Friday, Lunkina began a month-long stint teaching at a Toronto dance theatre. She has also been taking classes with the National Ballet of Canada.
"I very much want to continue to dance because that's what I love to do with all my heart," she said, adding she was considering various offers to get back on stage.