Heather Mills McCartney has received "death threats" since splitting with former Beatle Sir Paul McCartney, she told the BBC.
Heather Mills McCartney is campaigning for animal rights
The 38-year-old said the possible danger she faced was "very scary".
Lady McCartney said she feared for her personal safety and claimed she had little money to pay for security to protect her.
"I've felt severely upset and severely depressed through these six months, but when I lost my leg I didn't," she said.
Lady McCartney claimed her personal trainer, Ben Amigoni, who she insisted was "not my lover" was helping to protect her.
She gave the interview during a trip to the European Parliament in Brussels to deliver a petition backing calls to stop the import of cat and dog fur into the EU.
She denied that by campaigning for animal rights she was just following the lead set by Sir Paul's first wife Linda.
Yesterday it was reported that Lady McCartney was planning to apply for access to the house she shared with Sir Paul after she was photographed clutching a notepad with legal notes written on one of the pages.
Last month, the Daily Mail published allegations that Sir Paul had abused his wife and used illegal drugs, which the newspaper said were contained in court papers filed on Lady McCartney's behalf.
She has refused to comment on those claims and Sir Paul issued a statement through his lawyers stating he planned to "vigorously" contest the allegations.
Lady McCartney has also announced plans to sue two newspapers over "false, damaging and immensely upsetting" claims surrounding the divorce.