The star goalkeeper said he cried every day after training as she missed her family.
But head coach Dario Vidosic has said the club will continue to do all they can to make her feel at home.
Nnadozie, the Nigeria international previously based in Paris, spoke candidly in Nike and VERSUS’ recent Nothing Off The Table film.
She has been hugely impressive since arriving in the WSL but says life has been tough away from matches and training.
She said: “It has not really been easy because people just see you come out on the field to play, they don’t know the struggles behind.
“Since I moved to Brighton, every day I cry because I feel lonely. I miss my family.”
Nnadozie made it clear that team-mates and staff at Albion had been supportive.
Now Vidosic has pledged to do all he can to ease the 23-year-old into her new environment.
Asked his reaction to the interview, he told The Argus: “I think it is concerned because we always want the mental well-being of everyone to be high and happy.
“It is obviously nice to hear when she is in the environment, she is around us, she is around the girls, she enjoys it, she loves it, she gets lots of support.
“But there is a lot of time that is spent away from the training ground as well.
“It would be negligent of us to say “But she’s happy here, she should be happy away’.
“We never know what people are dealing with so we take it all very seriously.
“We try everything we can as much as possible.
“When she is here, she is in a good mood, she is laughing, she is herself.
“When it came out that she is lonely, we have seen everyone around the club checking in on her, trying to make her feel as homely as possible and as happy as possible.
“That is the most important thing.
“To get the best out of people, you need to feel good. You need to feel happy.
“If you are going home and you almost dread going home to be lonely or whatever it may be, that is when it becomes tricky.
“She has all our support. I think she knows that.
“Not just for her but for everyone in the club who needs a hand, there are many people who are willing to help and do whatever we can to make sure that everyone is feeling good.”
Albion have staff off the field looking after requirements of male and female players.
Vidosic said the club will help Nnadozie’s family join her if possible – and had looked to do that when she first signed.
He added: “We always have the well-being of players right at the forefront of our minds.”