But while Mr Farthing, 35, a gynaecologist at St Mary's Hospital in London, was too distraught to speak about the incident, Mr Dando returned to work to pay tribute to his television presenter sister.
"She was looking forward immensely to getting married ... the wedding been planned to the last detail," he wrote yesterday in the Evening Post's sister paper the Western Daily Press. "I have spoken to her fiance, Alan Farthing. He is devastated and I feel so sorry for him."
Forty-seven-year-old Mr Dando, who was comforting his father Jack, 81, said he would remember his little sister most of all for being "a very, very kind and very loving person who always put her family first. She was extremely natural, she was friendly, she was bubbly, she was happy, she was loving. It wasn't an act.
"I've been ill recently and she was constantly on the phone checking how I was. She was devoted to my father and was a devoted sister to me," Mr Dando added.
The journalist said he was working in the Evening Post newsroom yesterday when he received phone calls asking if he had heard about an incident.
"I tried to do some calls of my own to check on what had happened and then a news flash came through on one of the TV channels.
"I'm devastated by the news. I have no idea what the motive was for this. My father is bearing up well but obviously it has come as a huge, huge shock to him, as it has to me and all her relatives and friends."
Mr Farthing's father John, 64, said yesterday of his son: "I think that the full shock has not set in. He has got a lot of extremely good friends who are being supportive. He is making regular calls to us but we are not pressuring him. It is all in his own time."
He added: "We are absolutely shattered. She was readily accepted into the family and we could not ever have wanted a better person as a daughter- in-law."
The couple had planned a wedding with a dress designed by Lindka Cierach, who made Sarah, Duchess of York's wedding dress in 1986.
In a statement yesterday Ms Cierach said: "I have known Jill Dando for some years, both professionally as a dress designer and as a friend. In recent times, I was greatly honoured to have been asked by Jill to design her wedding dress. To me, Jill was an extraordinarily special person with a radiant and magnetic personality. I am utterly shocked and devastated by her untimely death.
The BBC now has the task of deciding what to do with the television programmes Ms Dando was due to appear in. It said no decision has yet been taken over the future of its new series, The Antiques Inspectors. The Bafta Television Awards on 9 May will now be solely presented by Michael Parkinson. Crimewatch UK, will go ahead next month but Nick Ross will present it alone.