The 30-year-old model shared her reaction to the 35-year-old reality star being held up at gunpoint Oct. 2 in Paris while attending the Mohegan Sun 20th anniversary party Saturday.
"I knew something was really wrong when that video of [Kanye West] running off stage [at Meadows Music & Arts Festival] came about," Teigen told Us Weekly. "He's not the type to do that."
"I remember my heart sank, and to hear the full story, it was really scary. It could have happened to anybody," she added. "Hearing the details and knowing she has babies at home and that she's so sweet, open and honest, you don't think that kind of thing could happen."
Kardashian was at her hotel in Paris when two men gained entry to her room and stole her cell phone and millions of dollars worth of jewelry. West, her husband, was performing in New York at the time and abruptly ended his concert.
"[Kim and I] have been texting," Teigen told Entertainment Tonight. "She's doing great."
"It's so crazy. Obviously nobody knows how they would react to that kind of situation and I have no idea what I would do," she admitted. "I have no idea what my life would be like after. I can't even fathom it. So I'm just proud that she's back at home and with her babies."
Kardashian and West, who married in 2014, share 3-year-old daughter North and 10-month-old son Saint. Teigen had defended the reality star online the night of the robbery after social media users made light of the incident.
"Some [expletive] just isn't funny. I see you trying, but it isn't," she tweeted. "Fame is interesting. Celebs are supposed to love you guys while also knowing you'd make a meme of our dead bodies to get retweets."