"We are so sorry we caused you more pain and suffering. That was never our intention," she said placing her hands over her heart.
"We would also like to apologise to the Thai police and to the deputy police chief for the inconvenience we have caused. We know your country is going through such a painful time and we never came here to cause more grief."
Hodge then added his apologies "for any extra grief we've caused" during the already traumatic time.
The three-minute CNN report, which has since been removed online, showed Coren inside the childcare centre where she showed viewers blood stains on the floor.
CNN said public health officials had granted the two journalists permission to enter the building, but it turned out they were not authorised to do so.
"If the team had understood that the building and its rooms were off-limits, they would not have entered," CNN International executive vice-president and general manager Mike McCarthy said in a statement.
"The team entered the building in good faith, to gain a fuller impression of what transpired inside and to humanise the scale of the tragedy for their audience," he added, saying CNN regretted any distress or offence its report caused.
A photo of the pair at the scene of the horrific massacre went viral on social media and sparked outrage in Thailand.
The Foreign Correspondents' Club of Thailand (FCCT) issued a statement criticising the CNN crew for "a serious breach of journalistic ethics in crime reporting" and shared a picture of them leaving the property, which had police tape around it.
"It was not a scoop or an example of penetrating reporting because no other news organisation, foreign or local, was prepared to behave in this unethical manner, and any one of them could have done so," FCCT said.
"Thailand has been traumatised by this tragedy and there has been wide concern all along that inappropriate images should not be made public in traditional and social media. Simple respect for the deceased and their families is but one of the reasons."
McCarthy said the police tape was erected after the journalists were inside and a gate was also closed meaning they had to climb over the fence to exit.
A former police officer, Panya Khamrab, 34, used a gun and a knife to kill at least 37 people, most of them children, at the childcare centre in northeastern Nong Bua Lam Phu province last Thursday. Some were as young as two years old.
