Harding died last September after being diagnosed with breast cancer earlier in the year.
Walsh and Roberts were speaking to Zoe Ball on her BBC Radio 2 show about how they have processed Harding's death.
Walsh replied: "Do you know what, it’s crazy to me to think that it has almost been a year – in September it’s coming up to a year.
"It’s a daily challenge, let’s put it that way, and I think it throws you at the times when you don’t expect it. It feels like: how is this our reality?"
Watch: Girls Aloud to participate in charity run in honour of late bandmate Sarah Harding
Roberts called Harding's death 'still such a shock' and added: "You go back to when it was the five of us and never in your wildest nightmares could you ever have imagined it would’ve gone this way."
Walsh also revealed that she was still struggling with grief following Harding's death: "You don’t want to lose those memories, so there’s comfort in that, but at the same time, as you said, it’s a process and it feels like it’s still so, so raw to us to be honest."
In honour of Harding's memory, Girls Aloud are doing the Race for Life at Hyde Park to raise money for Cancer Research UK.
Coyle had previously teased that the girl group could get back together to celebrate Harding and the band's 20th anniversary which takes place this year.
Coyle said: "It would be really nice for the fans for us to do something."