Shepherd, 47, said she feels bad that the issue has become public, reported Aceshowbiz.
"I have a lot of lawyers and I'm in court right now and it's very public and it's very painful," she said on a chat show.
Sally had earlier said that he and Shepherd, 47, agreed to have a child via surrogate, using Sally's sperm and a donor egg, after doctors found that the TV host's eggs were not viable, within a year of their 2011 wedding.
"You know for me, I'm not Tori and Dean," Shepherd explained during the show, after Williams told the audience they couldn't speak about the surrogate situation. "I don't get paid to talk about my life, so when people Tweet me I always say, 'Go to Wendy, she knows what's going on. You can ask Wendy about my life.