Hurley has been in contact with the Warne family regularly since Shane died from a heart attack in Thailand on March 5.
She wrote on social media: "I feel like the sun has gone behind a cloud forever. RIP my beloved Lionheart."
Later, she expressed regret at being unable to attend the private funeral for Warne.
She shared photographs taken in Sri Lanka to celebrate the pair's engagement, writing: "We had all our children with us and it was the happiest time. It still hasn't really sunk in that he's gone.
"It seems too cruel that all the people who loved him will never have another Lion hug, but our memories will live forever. RIP Lionheart, with love your Luna."
Hurley, who was expected to attend Warne's state funeral in Melbourne, was a late withdrawal.
Master of Ceremonies, Eddie McGuire, told news.com.au that Hurley was very involved with the process and offered "nothing but warmth and respect throughout".
"Elizabeth, like another major star and close friend, found it too emotional to encapsulate their feelings into a 30-second grab," McGuire said.
Warne and Hurley started dating in 2010, with the Aussie cricketer proposing to the British actress in September the following year.
But despite buying a home together and Warne feeling like "I was more in love with her than I'd ever realised I could be", they went separate ways in 2013, before ever making it down the aisle.
In his autobiography No Spin, Warne said there was "no single, clear reason" why the relationship ended.
Hurley landing a lead role on TV series The Royals played some part, because the demands on her time meant the pair spent longer apart.
Warne's relationship with Hurley came after the 2005 breakdown of his 10-year marriage to Simone Callahan, which ended on the eve of an Ashes series in the UK.
Warne proposed to Hurley on Australian businessman James Packer's boat, Arctic P, off the coast of Spain in 2011 after just 18 months together. It was supposed to be kept secret but Packer let the details slip.
"Completely on impulse in the middle of a dance, I grabbed Elizabeth, dropped to one knee and said, 'I'm not sure about you, but I've never got along with any woman as well as I get along with you. I'm madly in love with you. Our kids get along great. How would you like to spend the rest of your life with me?'" Warne wrote in his book.
"Without hesitation, she replied: 'Of course I would, silly, I'm madly in love with you too. I feel exactly the same. I've never got on better with anyone than I do with you either."
