"She was a lovely, beautiful young woman. And we had a beautiful relationship," Shepherd said.
The estate or guardian of Belcher's 3-month-old daughter will receive more than $1 million under terms of the NFL's collective-bargaining agreement.
The child stands to receive $108,000 annually over the next four years, $48,000 in the fifth year and then $52,000 each year until age 18. She'll continue to receive that amount until age 23 if she attends college.
The beneficiary of Belcher, who was in his fourth season, also will receive $600,000 in life insurance, plus $200,000 for each credited season. There is also $100,000 in a retirement account that will go to his beneficiary or estate.
Players' beneficiaries are kept confidential.
Shepherd said family members have been helping her a great deal since the shootings, but that she had trouble eating and sleeping while working on her son's funeral arrangements.
Mourners, including several Chiefs players, attended an hourlong private memorial service for Belcher on Wednesday in Kansas City. Retired Chiefs Hall of Famer Bobby Bell said afterward that Pioli and Belcher's uncle spoke during the service. He said it was "rough" on Pioli.
"This is a sad situation," Bell said. "You never want to be put under those situations. Never. It's not good. You don't want to see things like that. I don't know how they got through it."
AP Sports Writer Dave Skretta and AP Writer Heather Hollingsworth contributed to this report.