"We thought it was such a silly idea and the accents were terrible and not for a second did we expect to speak to Kate let alone have a conversation with anyone at the hospital.
"We wanted to be hung up on."
The Sydney disc jockeys said they heard about Jacintha Saldanha's death in the early hours of Saturday morning.
"We both found out about the same time," a tearful Christian said.
"It was the worst phone call I've ever had in my life," Greig said.
When asked what their immediate reaction was, both cried in the television interview.
"Shattered, gutted, heartbroken and obviously you know...our deepest sympathies are with the family and the friends," Christian said.
"There's not a minute that goes by where we don't think about her family and what they must be going through, and the thought that we may have played a part in that is gutwrenching," Greig said.
Christian said the "prank calls are made every day, on every radio station in every country, around the world and they have been for a long time and no-one could've imagined this to happen."
Media watchdog receives complaints from around world over stunt
Australia's media watchdog says it has received complaints from "around the world" as the fallout from the 2DayFM prank intensified.
There were reports this morning the Australian Communications and Media Authority had received more than 1000 complaints after one of the nurses duped by the hoax call committed suicide.
Jacintha Saldanha, a 46-year-old mother of two, was found dead on Friday morning (London time).
Earlier last week Ms Saldanha, who worked at London's King Edward VII Hospital where Kate Middleton was being treated for morning sickness, was fooled into thinking she was speaking to the Queen and Prince Charles, when it was in fact 2DayFM hosts Mel Greig and Michael Christian.
An ACMA spokeswoman said some of the many complaints it had received had come from the United Kingdom and United States.
She said ACMA was "engaging" with 2DayFM as it weighed up whether to launch an official investigation.
It came as Southern Cross Austereo CEO Rhys Holleran announced Ms Greig and Mr Christian's program had been cancelled pending a review.
2DayFM has also suspended all advertising until Wednesday.
"They're both (the hosts) understandably incredibly distraught too and we're concerned for both their wellbeing and at this point we've asked to make no comment," Mr Holleran said in a statement posted on the company's website.
"Having said that, Southern Cross Austereo remains committed to any investigation and we will help authorities who may want to investigate this matter further."
Mr Holleran again expressed sorrow for Ms Saldanha's death, adding it was a "tragic event and one that we could never have reasonably foreseen".
Earlier he told Melbourne radio station 3AW attempts were made to liaise with the hospital before the prank went to air last week.
"We rang them up to discuss what we had recorded. Absolutely (before it went to air). We attempted to contact them on five occasions... because we wanted to speak to them about it," he said.
Communications Minister Stephen Conroy also made his first public comments about the tragedy on Monday, describing it as a "very sensitive situation".
He said it would be up to ACMA, as the independent regulator, to decide whether the matter should be investigated.
"Along with all Australians my thoughts and sympathies are with Ms Saldanha's family, friends and work colleagues at this time," Mr Conroy said.
"The ACMA is talking to 2DayFM about the facts and issues surrounding the prank call. While the ACMA is gathering the facts ... it would be unwise for me to comment."
Opposition Leader Tony Abbott said it was "terrible tragedy for all involved".
But he urged people to "let the dust settle" before demanding stricter media regulations.
"It was a prank that went horribly wrong. I think all we can do is mourn and grieve for everyone involved," he said.
Police in London are investigating the circumstances surrounding Ms Saldanha's death.
DJs 'shattered' over nurse death as station promises action
The two Sydney radio presenters who made a hoax call that apparently precipitated the suicide of a nurse at the London hospital treating the Duchess of Cambridge were holed up at an unknown location amid mounting public anger.
Southern Cross Austereo, which owns the 2DayFM station, defended Mel Greig and Michael Christian, saying Jacintha Saldanha's death was "a tragic event that could not have been reasonably foreseen", and it was confident no laws had been broken.
However, facing a rising tide of outrage, Austereo - whose parent company, Southern Cross Media Group, is publicly listed - took the pair off air until further notice, axed their show and, after advertisers began withdrawing, suspended all commercials on 2DayFM on the weekend
While many Australians vented their disgust on social media, some commentators expressed fears for Greig's and Christian's mental health.
Others pointed the finger at a popular radio culture where "humiliating ppl is [a] stock in trade", as a columnist, Miranda Devine, tweeted yesterday.
The station has become a byword for ever more outrageous stunts perpetrated in the name of entertainment, including, in 2009, subjecting a 14-year-old girl to a lie detector test during which she revealed she had been raped.
Recently, the Australian Communications and Media Authority reprimanded one of the station's DJs, Kyle Sandilands, for branding a female journalist "a fat slag" and describing a Pakistani girl born with additional limbs as "spider baby".
Initially, the call to King Edward VII's Hospital - which Ms Saldanha put through to a second nurse who gave Greig and Christian details of the duchess's medical state - caused much glee at the station, which replayed it numerous times and posted the recording on its website, calling it "the biggest royal prank ever".
Neither Ms Saldanha, a mother of two who had worked at the hospital for four years, nor the other nurse was disciplined in relation to the incident.
However, the BBC reported that Ms Saldanha had been feeling "lonely and confused" as a result of what happened.
At a press conference in Melbourne yesterday, Southern Cross Austereo's chief executive, Rhys Holleran, said Greig and Christian were "completely shattered" and had been offered counselling.
He added that prank calls had been commonplace in radio around the world "for decades".
The two presenters were excoriated on Twitter and Facebook yesterday, with some people claiming they had "blood on their hands".
The Australian Prime Minister, Julia Gillard, described Ms Saldanha's death as a "terrible tragedy". The supermarket chain Coles and the telecoms company Telstra led the exodus of advertisers from 2DayFM.
Some commentators warned against linking the hoax call directly to Ms Saldanha's death, noting that suicide generally has multiple causes.
Reflecting on the ethical issues thrown up by the case, Tim Burrowes, a respected Australian media commentator, wrote on his website yesterday: "Tempting as it is, let's not slaughter Mike Christian and Mel Greig. They will now always have to live with the fact that while they didn't kill this woman, they set a chain of events in motion that had a terrible ending. Surely that's enough to deal with."
Southern Cross Austereo chairman Max Moore-Wilton's reply to the chairman of King Edward VII's Hospital, Lord Glenarthur:
"Thank you for your letter of the 8th December.
"We are all saddened by the events of the last few days. They are truly tragic.
"It is too early to know the full details leading to this tragic event and we are anxious to review the results of any investigation that may be made available to us or made public.
"We can assure you that we will be fully cooperative with all investigations.
"As we have said in our own statements on the matter, the outcome was unforeseeable and very regrettable.
"I can assure you we are taking immediate action and reviewing the broadcast and processes involved.
"Our company joins with you, all at King Edward VII's Hospital and Mrs Saldanha's family and friends in mourning their tragic loss."
- Sunshine Coast Daily