The one thing I have always been definite about is that I wanted to be a mother. Then when we were trying for a baby and it wasn't happening, it was really hard. The longer it went on, the harder it was. I saw my friends having children and I was really delighted for them, but it made me feel sad too.

We tried unsuccessfully for several years to conceive. There came a point when we admitted we needed help. I was so desperate to have a child I'd try anything. I know IVF isn't everyone's choice, but I wanted to try it. By that stage I was happy to start the treatment because it was taking the pressure off us a bit. We had one unsuccessful attempt before Madeleine, and that was very hard. But when I got pregnant with Madeleine it was just fantastic. It didn't seem true. I did a test at home so I could handle the result if it wasn't good. I was looking at it thinking 'I don't believe that'. Then I went to the hospital and they checked it. I was really excited.

Once we were past 12 weeks we were telling everyone. I swam every day until the day she was born to keep us both healthy. It was a really uncomplicated pregnancy. I had no sickness, nothing. It was so easy. I didn't know I was having a girl until she was born. [She smiles] There she was, perfect. She was lovely. She had the most beautiful face. I'd thought I was going to have a boy, just based on instinct. That actually made it even more special that she was a girl.

The first five or six months were really difficult. She had very bad colic and cried about 18 hours a day. She had to be picked up all the time. So I spent many a day dancing round the living room holding Madeleine. I remember trying to butter my toast with one hand and holding her in the other. We would watch the clock and Gerry would come home and there would be three of us. Sometimes she just looked so sad with colic, and the three of us would be cuddled together trying to get her through it. Like a lot of things, you go through that difficult, bad stage and it tightens that bond. We've both got an incredible bond with Madeleine.

When the twins were born she was amazing, I keep saying that, but she was. She was only 20 months old. She just handled it so well. She was still a baby herself ... [Kate's voice breaks and she has to pause to stop herself crying] I'll try not to get emotional at this point. I just remember when they were born. I'm going to get a bit upset now, sorry. When the time came to bring Madeleine in, it was in the evening. She came in and ... just her little face. When she saw the twins for the first time it was lovely. It was so nice, this expression. She sat on the end of my bed.

We had the odd moment of course, such as when I was breast-feeding the twins. There was a tired Madeleine walking about the room wanting attention. But she was remarkable the way she coped with it all. She would look at me and say 'hold it, hold it,' meaning she wanted to hold one of the babies."

She was so excited about coming to Portugal. She was holding on to another girl's hand walking up the stairs to the plane. She was no trouble on the flight, always chatting, and colouring in or reading.

The kids had a fantastic time. We all did, but it was lovely seeing them having fun. We did use the kids' club and very often did activities there. Madeleine in particular had a ball. They did swimming, went on a little boat, went to the beach, did lots of colouring in and face painting. Madeleine is at the age where she could really enjoy it.

They played tennis, which she loved, she was so happy. They had a little dance prepared for Friday. It was a little presentation they were working on in the days before. I don't know what it was, I never got to see it ...

On the evening she went missing, before she went to bed, she said, 'Mummy I've had the best day ever. I'm having lots and lots of fun.' [Pause]

The night she went missing there was about 20 seconds of disbelief where I thought 'that can't be right'. I was checking for her. Then there was panic and fear. That was the first thing that hit. I was screaming her name. I ran to the group. Everyone was the same. It was just total fear. I never thought for one second that she'd walked out. I knew someone had been in the apartment because of the way it had been left.

But I knew she wouldn't do that anyway. There wasn't a shadow of a doubt in my mind she'd been taken. That's why the fear set in. Then you go through the guilt phase. Straight away, because we didn't know what had happened. We were just so desperately sorry. Every hour now, I still question, 'why did I think that was safe?'

I can't describe how much I love Madeleine. If I'd had to think for one second, 'should we have dinner and leave them?' I wouldn't have done it. It didn't happen like that. I didn't have to think for a second, that's how safe I felt.

Maybe it was because it was family-friendly, because it felt so safe. That week we had left them alone while we had dinner. There is no way on this planet I would take a risk, no matter how small, with my children. I do say to myself 'why did I think it was safe?' But it did feel safe and so right. I love her and I'm a totally responsible parent and that's the only thing that keeps me going. I have no doubt about that.

You don't expect a predator to break in and take your daughter out the bed. It could have happened under other circumstances and there would still be the regret. It wasn't like a decision we made. It was a matter of 'let's get the kids to sleep, then we'll have dinner.' It wasn't a 'shall I, shan't I?' thing. I feel desperately sorry to her that we weren't there.

This has touched so many people. I've had so many letters from mothers, really kind words. People have said 'Kate, we've done this a hundred times over ourselves. Why would you for one minute think something like that would happen?' It's not like we went down town or anything.

People have said to me you're the unluckiest person in the world, and we are. That night runs over and over in my mind, and I'm sure people will learn from our mistake, if you want to call it that. But it is important not to lose sight of the fact we haven't committed a crime. Somebody has. Somebody's been there, somebody's been watching. They took our daughter away and we can't lose sight of that.

There are still moments where I think 'how did that happen?' You can't imagine in your wildest dreams that anyone would do something like that. It's awful for us but I have absolutely no idea what Madeleine's feeling. [She pauses to hold back tears] How can someone do that to a child?

When we moved apartments we unpacked some of Madeleine's things. We don't have a room for her set out or anything. I've kept her clothes together. She has lots of presents to open that people have sent. Mostly people who don't know her, and pictures other children have drawn.

The twins know she's not there and they do miss her. But on a day-to-day basis they are happy. They're lovely, like a little double act, they're so funny. They put their little rucksacks on, hold hands and walk off around the room. They're fantastic.

Their vocabulary has come on so much since we've been here. The older they get the more it stretches, and there are areas we're going to have to broach. But we'll let them take the lead. They talk about Madeleine's things and if they get a biscuit they say 'one for Sean, one for Amelie, one for Madeleine'.

There are photographs of Madeleine all around and they comment on them. They've got a lot of love and protection. We've taken professional advice just to check we're doing the right thing by them. We have contact with a child psychologist when we need it.

When we went back to the UK for a family baptism there was an empty seat on the plane and Sean said 'that's Madeleine's seat'. That caught me. Because I wasn't going home, it didn't feel too bad leaving. It was important for me to go. The hardest thing wasn't being in the UK, it was to be with such a close family and for Madeleine not to be there. I knew how much she'd have loved to be there ... Despite her small size she just has this huge presence. She brings a lot of joy.

Amelie asked me afterwards, 'Where's Madeleine? I miss my big sister.' I don't know where that question came from, it could have been because it was a family day. She's obviously made that connection, she knows Madeleine's her big sister. Amelie will sometimes point at the Cuddle Cat [Madeleine's cuddly toy] and say 'Madeleine. Her Cuddle Cat. Looking after it.' She's probably heard me saying that.

Sean said something the other day about Madeleine. It catches me. Then they do whatever they're doing, like 'look at this Noddy', and they're on to something else. It's not dwelled on.

Gerry's way of coping is to keep busy and focused. He needs to feel like he's doing something. He's a very optimistic, positive person. I'm not always. With a lot of the campaign stuff, he has done the talking. Sometimes I want to speak, but I just can't. It's not natural for me. Gerry's used to having to speak at conferences and it's harder for me. But I'm equally involved. Every decision is mutual.

When Gerry went to Washington, he rang me three or four times a day to ask me what I thought. Although I wasn't there in person I knew hour by hour what was happening. We knew it was a positive visit. It wasn't about Madeleine in particular. We've learnt a lot and become aware of the bigger issue.

There are so many missing children out there, abducted children and sexually exploited children. Once you know all that you can't turn a blind eye to it. Madeleine is our priority, but we have to help. We can't just ignore those other children.

I don't know why the publicity's been so massive. We're normal people. We don't have amazing contacts or anything, we just have strong friends. Everyone brainstormed and became very creative. They did what they could and if that meant asking well-known faces, celebrities, it was done. They are normal people too. They wanted to help.

I still have moments of panic and fear. It's not as intense and unrelenting as the first five days. Now, obviously, we have hope and it's important to hold on to that. I do go back to those dark moments. It would be abnormal never to touch on them. I do feel panic and fear when I'm thinking about her, but it doesn't help. I'm not helping Madeleine by going there. It's important to channel those emotions into something positive.

But I'm not sure if I'll ever be able to go back into our family home. I can't bear the thought of it. We'd lived in that house for a year and it was a really happy family home. We have so many happy memories in that house. Madeleine's room is shocking pink. She chose the colour.

Obviously things change as the weeks and months go by. We haven't got the pressure of Sean and Amelie starting school or anything. At the moment we're staying and we feel happier staying. We are closer to the investigation. Some of that might be mad, I don't know. We don't know where Madeleine is, we don't think she's in the UK but there's nothing to say she's any further from there than she is from here. It's a gut feeling. I'm aware there's probably things that would be easier at home, but at the moment this is the right thing for us.

And it's hard to think about work. I'm not looking too far ahead, but I can't drop the campaign, I know that. I can't turn a blind eye to it. We'll do whatever we can, working with other organisations, to try to make a difference. It's so hard not to get involved, it's so intimate to us now that we can't ignore it. It's not like I go round in a bubble, but I honestly did not realise the scale of this problem, children suffering like this.

The criticism from the public is hurtful. I hate publicity, interviews, anything like that. I just hate it. When things have happened in the past to children I've wondered 'how do you get through that, how can you even live another day?' Then here we were doing press conferences. You just don't know until you're in that situation. Like this morning: how did I get in the shower, have my breakfast?

I just go through the motions. Any parent would do anything they could for their child. We're just doing what we feel is the best thing for Madeleine. Some people say the publicity will be harmful, that she'll be hidden away because of it. But what can you do, just sit and do nothing? It's difficult. It's awkward. But it's not about me, it's not about Gerry, it's about Madeleine.

As a couple, I think we're stronger than ever. We've got an equal partnership. We don't row, we've never rowed. We have different strengths and have reached different stages at different points but we help each other. We haven't talked about staying here for ever, we're just not looking that far ahead. We've had so much support, mothers can empathise with me. Speaking now, on my own, is a way of saying thank you. They've given a bit of themselves to me.

[Next Saturday will mark 100 days since Madeleine's disappearance] I'm still hoping we're not going to get there. Every day I'm hoping we won't get to the next day without her. But we have to keep going for Madeleine.

If I could say one thing to comfort her it's that we love her. She knows we love her very much. She knows we're looking for her, that we're doing absolutely everything and we'll never give up.

Further browsing: bringmadeleinehome.com