Maria Jones, who was married to Urooj Khan but says she had not seen him in more than 12 years, said Khan took their 4-year-old daughter and returned to India, WLS-TV, Chicago, reported Tuesday.
"He was abusive -- mentally, verbally abusive," she said. "And yeah, he made my life -- he made me be terrified of him."
Jones said it was "shocking news" to her that Khan died a day after collecting $425,000 on a winning Illinois lottery ticket.
"How could somebody do that? I don't know," she said.
Jones, who lives near South Bend, Ind., said she did not know Khan was back in the United States until news reports about his death.
A Cook County probate judge Friday approved the exhumation of Khan's body after the county medical examiner's office said it needed to determine how cyanide entered his system.
Khan's death had been attributed to natural causes but toxicological tests -- resulting from a tip to authorities -- found levels of cyanide in his blood.
Khan's widow, Shabana Ansari, said Thursday she supported the exhumation, saying she believed it would "reveal the truth," WLS-TV reported.
Khan's lottery winnings are in probate because his brother has said in court documents he wants to ensure the daughter receives her share of the assets.