Ellie Smith and Cleo's stepfather Jake Gliddon describe their ordeal in an interview on Nine's 60 Minutes on Sunday.
"(I realised) she's not here, she's not going to run into my arms today. She's not going to run down a sand dune," Ms Smith said in a snippet of the interview released ahead of the full broadcast.
"She was basically nowhere near me and that was the second I realised that someone had her, and both my head and my heart connected to that.
"Someone has her and someone had my baby."
Cleo was found alive in early November, 18 days after she went missing from the remote Blowholes campsite in Western Australia.
Her disappearance had sparked a major police investigation which eventually led detectives to a property in Carnarvon, just minutes from Cleo's family home.
Officers forced entry and found the little girl alone in a room, physically unharmed and playing with toys.
The dramatic rescue was captured by an officer's body-worn camera and subsequently made news headlines around the world.
"My name is Cleo," the little girl told police.
WA Police Commissioner Chris Dawson broke down upon learning the news, describing it as one of the proudest days in his 45 years of service.
The state government had offered a $1 million reward for information to find Cleo.
Terence Darrell Kelly, 36, last month pleaded guilty in a Carnarvon court to abducting Cleo. He is yet to answer other charges.
Details of the kidnapping are expected to be outlined when Kelly faces Perth District Court on March 25.