The BBC star, now 37, says she fell "madly and deeply in love" with the striker as a young player.
Speaking at the launch of her new memoir, Alex admitted she was heartbroken when she and Kelly split - but says she wouldn't change a thing.
At the time, both women had their demons. Kelly, who is six years older than Alex, was caught in the grip of alcoholism.
And Alex's traumatic upbringing with a controlling father left her vulnerable.
When it came to writing the chapter on her first love Kelly, deeply private Alex said she nearly couldn't do it.
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