Teazers boss Lolly Jackson's widow has spoken out for the first time since her husband's death, telling Eyewitness News she never knew his alleged killer, George Smith.

She also said she considered state witness and international fugitive Radovan Krejcir to be a close friend.

In an exclusive interview, Demi Jackson spoke of her shock at finding out about Lolly's murder and said she had been left confused with many questions unanswered.

The strip club owner was gunned down at a house in Edleen in Kempton Park on Monday evening.

Clutching a tiny photograph of her husband, Demi stoically recounted hearing the news of his death.

"I did not believe it and I thought it was another of those stupid pranks because no-one knew where the body was, it was scary," said Demi.

More Lolly Jackson news:

She last spoke to Lolly on the morning of his murder and had no idea what he was doing at the house in Edleen or anything about the alleged shooter.

"I don't know George Smith at all and I have never heard the name," said Demi.

Demi said she did not even know that Krajcir, who is now helping police hunt for Smith, was even an international fugitive.

The slender former dancer is desperate for the public to know the softer, gentle side of her husband.

"He was never the sleaze, he never wanted to be sleazy," said Demi.

Her indelible memory of Jackson will be of a relaxed, affable man who loved his animals almost as much as his family.

Meanwhile, police continue to dodge questions about their hunt for Smith.