Emotional Nicola Sturgeon said she couldn't have anticipated the chaos of recent weeks "in my worst nightmares".
The former First Minister returned to Holyrood for the first time since her husband was arrested as questions mount over the party's finances.
Senior SNP figures claim they were left in the dark over the party's purchase of a £100k motorhome that was seized by police.
Ex-Treasurer Colin Beattie, who was arrested last week as part of a probe into the SNP's finances, said he didn't know about the luxury Niesmann+Bischoff campervan, which was removed from the home of Nicola Sturgeon's mother-in-law after her husband Peter Murrell was arrested.
Mr Murrell, a former SNP Chief Executive, and Mr Beattie were both released without charge.
The vehicle was bought by the party as a "battle bus" but apparently never used.
Asked if he knew about the purchase, Mr Beattie told reporters: "No I didn't know about it."
Mr Beattie, the Midlothian North and Musselburgh MSP, said "the SNP is in the black" when grilled on the party's financial struggles, but admitted: "We're a going concern, definitely."
Asked if his arrest was the worst thing which has ever happened to him, he said: "No, I was in Beirut actually when I was under artillery fire. That was worse."
In a statement issued later in the day, he said: "This afternoon I was asked if I knew about the motorhome purchase to which I answered no.
"Given some of the coverage of this answer, I believe it is important to clarify that I was unaware of the transaction at the time of purchase.
"I became aware of the transaction via the 2021 annual accounts."
The SNP's Westminster leader Stephen Flynn also denied knowing about the purchase of the motorhome.
He told an Institute for Government event in London that he became aware of it "when it was printed on the front of a newspaper".
Scottish Labour's deputy leader Jackie Baillie said the "bombshell revelation" laid bare the chaos gripping the SNP.
She said: "That the treasurer of the party did not know that over £100,000 had been spent on a motorhome is mind-boggling."
Tensions are running high in SNP ranks as the police investigation continues to cast a shadow over new First Minister Humza Yousaf's first weeks in office.
Mr Flynn and his predecessor at Westminster Ian Blackford became embroiled in a public slanging match over who knew what when about the financial problems gripping the party.
Mr Flynn denied he had given an assurance to Mr Blackford earlier this month that a new auditor was being appointed to run the rule over the party's accounts after the previous company resigned in September.
The SNP Westminster group could miss out on £1.2million of public cash if it fails to provide audited accounts by May 31.
The funding, known as 'short money', is given to opposition parties to carry out parliamentary work.
Mr Flynn said he didn't want to get into detail until he had certainly as it affected the future of party staff.
"Is it the case that we've been working to secure another firm? Absolutely is the case.
"Am I hopeful we will be able to do that? Absolutely."
But he said that did not "equate to having certainty" that new accountants would be in place.
In a swipe at Mr Blackford, he said: "I'm not going to provide a categorical assurance in relation to that. And those that have provided a categorical assurances in relation to that would have probably have been wise not to have done so."
But Mr Blackford tweeted: "Let me be quite categoric that I was phoned on the 7th April by Stephen and told this information."
On her return to Holyrood, Ms Sturgeon told reporters that she could not have anticipated the events of recent weeks "in my worst nightmares".
She said: "What I will say up front is that I'm not going to go into any detail that impinges on a live police investigation, there are many questions that I would want to be able to answer and in the fullness of time I hope I will answer, but it would be wrong and inappropriate for me to go into any detail of what the police are currently investigating.
"I understand the view that some people might have, that I knew this was all about to unfold and that's why I walked away.
"Nothing could be further from the truth. I could not have anticipated in my worst nightmares what would have unfolded over the past few weeks."
She said she had not been questioned by the police.
