Taya Kyle still has trouble believing her Navy SEAL husband, real-life American Sniper Chris Kyle was murdered at a Texas gun range.

On that fateful day, Taya Kyle recalls that when she learned he had been shot, she thought it must be some mistake.

“He was a survivor and a fighter, and honestly, I didn’t know how many times he had been shot,” Taya Kyle told ABC News’ Robin Roberts in an exclusive interview for 20/20.

“He had been in so many close calls that it didn’t seem real,” Taya Kyle said.

America’s must lethal sniper in U.S. history and a highly decorated Navy SEAL, Chris Kyle knew all about combat and dangerous situations. But, all his experience and talent could not keep him from harm on Feb. 2, 2013, when former Marine Eddie Ray Routh shot to death Chris Kyle and Chad Littlefield at the Texas hunting resort Rough Creek Lodge.

Top of the hour on @ABC2020…@TayaKyle shares never before seen home movies of her husband Chris. #AmericanWife pic.twitter.com/QcVNDtfAC7

— Robin Roberts (@RobinRoberts) May 2, 2015

Taya Kyle says she learned of her husband’s fate from Mark Treibly, a Midlothian, Texas, police investigator, who had played football with Chris Kyle in high school.

“I remember looking in his eyes, so intently, and just saying, like, ‘Are you sure?’” Taya Kyle said. “Because I’ve had these scares before where I thought he was dead and he wasn’t. And he said, ‘Yes.’”

Taya Kyle said the most difficult moment of the day came when she had to tell the couple’s two children their father was gone.

“I just told them something really bad had happened and that ‘Daddy got hurt,’” Kyle said. “And my daughter looked at me and she said, ‘Is he dead?’ And then I just shook my head, and then just this sound from her chest and her stomach. … She was thinking, ‘That couldn’t possibly be true.’

“He just had this softness and this tenderness and genuine caring heart for us." http://t.co/36H8cp7glf pic.twitter.com/f2kIJQSmKQ

— WSB-TV (@wsbtv) May 2, 2015

“It’s just very hard to understand. … ‘Why would he do that?’ You know, ‘Why would somebody do that to Daddy?’” Taya Kyle said.

After managing to get through the days immediately following the murders, Taya Kyle recalls that the 200 mile trip from the AT&T Stadium in Dallas where a special memorial for her husband was held to Texas State Cemetery in Austin was moving and hard and unforgettable.

'American Sniper' widow Taya Kyle says she put hate for Chris Kyle's killer behind her. http://t.co/4fZ0lsUfvK pic.twitter.com/hFNSL0cZvW

— Good Morning America (@GMA) May 1, 2015

“It’s 200 miles of people lining the streets and every overpass … and the bagpipers and people stopped on the other side of the freeway,” Taya Kyle said. “I mean, it was that feeling of patriotism and acceptance and that goes right in line with Chris’s life.”