On Wednesday, with only minutes left of his term, Mr Trump pardoned Albert Pirro Jr, the ex-husband of Ms Pirro, a White House spokesperson said after the president landed in Florida.
Mr Pirro was convicted of conspiracy and tax evasion in 2000,.
“I’m in shock. I went to bed last night having read the list assuming I wasn’t getting a pardon,” Mr Pirro told the Daily Beast.
“It certainly is a nice act on the part of the president. It has been 20 years since I served my time and it allows me to engage again in public companies which I haven’t been able to do previously.”
The president sneaked the pardon in as what appeared to be his final act as president before Joe Biden was officially inaugurated on Wednesday.
As Mr Biden read the inaugural oath at the West Front of the US Capitol, Mr Trump had already arrived at his resort in Palm Beach, Florida, on Air Force One, following his refusal to attend the inauguration ceremony.
Ms Pirro, who hosts Justice with Judge Jeanine on Fox News, has been an outspoken defender of the president during his time in office.
The Pirros finalised their divorce in 2013 and Mr Pirro told The Daily Beast that he does not believe his ex-wife played any role in helping to gain his pardon.
The president issued a slew of 143 pardons and commutations of sentence to friends and allies in his final hours as president.
Among those granted pardons was estranged ex-chief strategist Steve Bannon as well as the rappers Lil Wayne and Kodak Black.
The last-minute clemency follows separate waves of pardons over the past month for Trump associates convicted in the FBI's Russia investigation as well as for the father of his son-in-law.
“It’s a very nice surprise. I have a long association with the Trump organization as I represented them before my conviction,” Mr Pirro told The Daily Beast.
“I served my time. I paid my debt. I plan to make a contribution back to society. It has been a humbling experience and I’m very grateful to Donald Trump.”