The pair — who have three children together — confirmed their break up in a joint statement shared on social media this summer, saying that they still had "a great relationship" but had decided to go their separate ways.
She confessed to feeling "anxious" ahead of the ceremony but said she was planning to try and enjoy herself and hold her head "up high".
"I'll be honest, I'm not going to lie... I'm really not fine, there has been far too much on my plate recently," she said.
"But I'm doing OK. I am having more good days than bad."
Christine also spoke out about attending the National Television Awards, saying she was determined to have a good night.
The 34-year-old — whose three children with Top Gear star Paddy are all on the autistic spectrum — went on: "I'm really anxious, I'm quite nervous just because of everything, obviously it's not the best situation.
"But I haven't done anything wrong and I know what a big difference the documentary made and I know how hard the whole team worked on it so I'm going to and try and hold my head up high and just enjoy the night."
Christine and Paddy, 48, tied the knot in June 2011 and have three children together – nine-year-old twins Leo and Penelope and six-year-old daughter Felicity.
They confirmed their split in July amid rumours that their relationship was on the rocks.
The statement said: "We hadn't planned on sharing this publicly until we were ready but the lack of privacy surrounding our personal life, we feel left with no other option but to clarify.
"A while ago we took the difficult decision to separate but our main focus was as always is to continue loving and supporting our children.
"This was not an easy decision to make but we're moving forward as the best parents we can be for our three beautiful children."
Watch: Christine and Paddy McGuinness 'split up at beginning of June'