Ms Sole was taken through a side exit by airport staff at Gatwick, who said she was grief-stricken and did not want to talk to anyone.
Keith Thompson, 42, a postman of Chelmsford, Essex, was shot in a hotel car park in Orlando late on Saturday, after refusing to hand over belongings. Detectives are looking for two men seen in the car park at the time of the attack.
'We are pretty confident that we are going to catch the men who killed Mr Thompson,' Orlando police said. 'There have been other robberies recently where two men have been spotted wearing similar clothing and we are contacting other victims to get more information.'
It said an autopsy had been completed and it was expected that Mr Thompson's body would be returned to Britain within the next few days.
Ms Sole, who is thought to be in her thirties, was with him when he died. Neighbours said the couple had lived together for about a year.
'Keith was a lovely man, always laughing and joking,' Christine Whitehead, a neighbour, said.
Royal Mail Anglia said: 'Everyone is shocked by Keith's tragic death. Keith was very popular with both his workmates and customers who are deeply saddened by his loss.
'Our sympathies go out to his family. He was an excellent employee who will be greatly missed. We have already received many calls from colleagues and customers expressing their sympathy.'Reuse content