Kim Leadbeater described the 12 months since her older sister was killed as a “constant rollercoaster” that has left her little time to grieve.
While she has occasionally found herself sobbing in the middle of the night, Miss Leadbeater said she and her family have been buoyed by an outpouring of support from around the world - as well as relying on a little “Yorkshire spirit”.
She said: “That doesn’t mean we don’t have days where it really can be a struggle to keep going, but so far we’re managing.
“One thing that drives you is thinking what Jo would want you to do, and Jo wouldn’t want this to take any more from us than it already has done. I keep trying to remember that.”
Mrs Cox was shot and stabbed on June 16 last year as she arrived for a constituency surgery in Birstall, West Yorkshire, just 13 months after being elected as Labour MP for Batley and Spen constituency.
Right-wing loner Thomas Mair was given a whole life term after being convicted of her murder at the Old Bailey in November.
Miss Leadbeater, 41, says she does not waste a moment thinking about the killer and has put the trial out of her mind.
She said: “The energy that I’ve got will be channelled into creating a positive legacy for Jo, rather than thinking about how she died. We will really focus on how she lived.”
To mark the anniversary of her murder, thousands of people will take part in an event called The Great Get Together this weekend, coming together to enjoy small picnics and community events across the UK.
Throwing herself into its organisation has been a salve for Miss Leadbeater, 41, but she is aware there are still difficult roads ahead.
Speaking to the Press Association, she said: “I don’t think I’ve grieved at all yet, if I’m quite honest.
“Since Jo was murdered there has been no time because of the public nature of how it happened, because of Jo’s position that she was in - it’s been a constant rollercoaster
“I know all the facts, I know what happened, I sat through the trial - I’ve got all that information, but have I actually processed that and understood what that means for the rest of my life?
“No, I don’t think I have, and I think that’s going to take a long time, an awfully long time.”
And she admitted her conflicting emotions about the position she now has in the lives of her sister’s children, son Cuillin and daughter Lejla.
She said: “I managed to go and see the kids last night, which was lovely, and being with them is the best thing in the world. But it’s also the worst thing in the world because it really hits home what’s happened.
“But they’re doing extremely well. Brendan has been the best dad ever, and he got advice very early on from psychologists as to how to deal with this.
“We talk about mummy all the time and we’ve all got our funny mummy stories, and we keep her alive.
“They understand what’s happened because we’ve been very honest about that, but they know that we’ll always have mummy in our hearts and in our heads.”
Miss Leadbeater, from West Yorkshire, has her own lifetime of memories to draw strength from - of riding bikes, dancing and going to brownies with the big sister who was her best friend for 40 years.
Six weeks before Mrs Cox was killed, she joined Miss Leadbeater as she celebrated her 40th birthday, hiring a big house for 25 friends.
She said: “We had this fantastic girls’ weekend and everyone was saying, ‘Oh, Jo won’t come, she’ll be working, she won’t be able to find the time’, and I thought, ‘Well hopefully she’ll come’.
“And she did - she did her Saturday morning constituency surgery and then she drove up to North Yorkshire and we had this fantastic weekend.
“What was so wonderful about that is that Jo was just Jo - she wasn’t a wife, she wasn’t a mum, she certainly wasn’t an MP. She was just my sister - one of the girls.
“We did karaoke really badly, we made cocktails, we did quizzes and we just had really good fun. And that’s Jo - that’s how I’ll remember Jo.”
Miss Leadbeater is philosophical about her sister’s death, saying that while they were “extremely, unbelievably unlucky” to have such evil forces “conspire” against them, “the reality is, the way that the world is at the moment, bad things do happen”.
She said: “You couldn’t have foreseen it. No one knew that was going to happen, but then that happens to people all the time, with the bombings and the terror attacks in recent years.
“The world does feel like quite a scary place and unstable place at the moment. I find that hard, and I have no doubt that Jo would have found that difficult.
“But what she would have said is we have to keep working and we have to keep fighting for what’s right, which is exactly what we’re trying to do as a family.”