Well, in the book it outlines the precise moment she realised he had murdered with his own hands. When she visits the compound during his exile in Sicily, Mama Corleone brings her inside and tells her to forget all about Mikey and to find a nice American boy. Kay realises then that Michael is in far deeper than she ever realised, and did in fact kill Sollozzo and McCluskey. She left the compound expecting to never see him again.