"I'm very surprised," the Holly's World and former The Girls Next Door star told E! News on Wednesday.
"I have a lot of different feelings on it. I don't just feel one way. I kind of didn't want to put a generic statement out there like 'Congratulations!' because I felt everyone would see through that."
Madison and the Playboy founder and editor-in-chief split in the Fall of 2008 after they determined they wanted different things out of their relationship. Madison desired to get married and have children, while Hefner was hesitant to wed again after two failed marriages that ended in divorce.
"I love Holly very much and I think we're going to be together the rest of my life. But marriage isn't part of my puzzle," Hefner said in 2008. "It's not a personal thing. I just haven't had much luck with marriages."
Hefner initially planned to also take things slow with his current fiancee and former December 2009 Playboy Playmate shortly after he and Madison broke it off. However, the 84-year-old obviously re-evaluated his commitment issues when he proposed to his 24-year-old girlfriend -- who also replaced Madison on The Girls Next Door's sixth season -- on Christmas Eve.
"When I gave Crystal the ring, she burst into tears. This is the happiest Christmas weekend in memory," Hefner wrote on his Twitter account.
Rather than sharing her feelings about the couple's engagement publicly, the 31-year-old Madison met with Hefner and Harris at the Playboy Mansion on Wednesday asHolly's World cameras were rolling.
"I wanted to see him and Crystal and tell everybody face-to-face how I felt," Madison told E! News.
However, Madison acknowledged it wasn't the easiest talk given her rocky past with Hefner.
"I'd describe it as awkward," Madison toldUs Weekly on Wednesday. "I just wanted to get my feelings out about the engagement and I wanted to talk to him first. It's definitely awkward to feel like you're confronting someone -- I'm glad I did it -- I wanted to be fair and tell him first."
Madison said she felt good about how the conversation played out, but according to E! News, most of the details won't be revealed until their meeting airs on an upcoming episode of Holly's World, which will premiere its second season on E! on January 23.
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"It went very well," Madison simply put. "I had a good day."
While Hefner continues to move forward in his relationship with Harris, Madison has also moved on and has been dating "All Time Low" guitarist Jack Barakat since September, Us Weekly reported.
"We're just keeping it very chill," Madison told E! News. "He makes me very happy. He has a very good head on his shoulders. He'll be on my show, too."