Speaking to Billboard, Lambert, 36, spoke about the city of Nashville and her experiences moving there during her divorce.
"I feel like Nashville is somewhere where you can go if you need to be a dreamer and not be judged about it. I spent a lot of time here on highs and lows… I went through a really hard time in my life," said Lambert.
"I moved here in 2015 in the middle of a s--tshow," she said. "But I was lifted up by people who were like, 'We got you, girl.' My friends and my songwriters and my fans and everybody here."
Shelton, 43, and Lambert married in 2011 before splitting in 2015. Lambert is now married to Brendan McLoughlin.
Lambert also took to Instagram on Sunday to wish McLoughlin a happy anniversary.
The picture showed the duo on their wedding day, walking hand-in-hand with wide smiles.
"1 year ❤️. I’m so happy to walk through this life with you," she wrote in the caption. "Thank you Brendan for making me the proudest wife and stepmom. You are the reason for all my new smile lines. I love you."