Juror B37 said the actions of Zimmerman, a former neighborhood watch volunteer, and Trayvon Martin both led to the teenager's fatal shooting last year, but that Zimmerman didn't actually break the law. The juror has said she plans to write a book about her experience.
The four other jurors said in their statement that Martin's death weighed on them.
"Serving on this jury has been a highly emotional and physically draining experience for each of us," the statement said. "The death of a teenager weighed heavily on our hearts but in the end we did what the law required us to do."
They also made a request for privacy. The court has not released the names of the six-woman jury, which included five whites and one woman who appeared to reporters to be Hispanic.
The interview came two days after the jury acquitted Zimmerman, a former neighborhood watch volunteer, of second-degree murder in the shooting death of Martin in a gated community in Sanford, Fla. Martin was black, and Zimmerman identifies himself as Hispanic. Zimmerman was not arrested for 44 days, and the delay in charging him led to protests from those who believed race was a factor in the handling of the case.
While prosecutors accused Zimmerman of profiling Martin, Zimmerman maintained he acted in self-defense.
In the CNN interview, Juror B37 said she didn't believe that Zimmerman followed Martin, 17, because of his race. She said Zimmerman made some mistakes, but that she believed Martin struck Zimmerman first and that the neighborhood watch volunteer had a right to defend himself. She repeatedly referred to Zimmerman as "George" in the interview, stating at one point, "I have no doubt George feared for his life in the situation he was in at the time."
Juror B37 said the jurors were initially divided on Zimmerman's guilt, with three jurors believing he was guilty of either manslaughter or second-degree murder, but that the jury agreed to acquit the 29-year-old Zimmerman after studying the law.