The former "Voice" contestant was killed during a signing on June 10 when a man opened fire.
Speaking to Billboard, Trainor said Grimmie's death made her question the events, though said she cherished her relationship with fans.
"Last show I did in Buffalo, I went out after. It kind of slowed down and everyone was leaving. I went out and said hi to some fans. My heart was beating and I was like, 'You got this, you're okay'. And I saw my team circled around us subtly," she said.
She added: "Then I was like, 'Guys I can't do this anymore'. Because of Christina."
Of her fans, the singer said: "Sometimes I get to meet real personal fans that have written me an essay and they want to just give it to me. And so I love those moments. But it was scary.