Grace Meng and the seven-year-olds live in Lyon, the international police agency's headquarters. Meng Hongwei disappeared during a visit to China.
In October the Chinese authorities said Mr Meng was being investigated over suspected bribe-taking.
His wife and children are under police protection, having received threats.
Quoted by France Inter radio on Friday, she said, "I fear they will kidnap me."
"I've received strange phone calls. Even my car was damaged. Two Chinese - a man and woman - followed me to the hotel," she said.
In media interviews she has refused to show her face, fearing for her safety.
On the day her husband went missing, she said he had sent her a social media message telling her to "wait for my call", before sending a knife emoji, signifying danger.
Since his disappearance on 25 September no details have emerged about his prison conditions or the charges against him.
The 65-year-old's job as Interpol president was largely ceremonial and did not require him to return to China often.
He was also one of six powerful vice-ministers in China's public security ministry and had 40 years of experience in China's criminal justice system. He previously worked under security czar Zhou Yongkang, one of the most powerful figures to be taken down in President Xi's anti-corruption campaign that has targeted more than a million officials.
Meng Hongwei was elected Interpol president in November 2016, the first Chinese person to take up the post, and was scheduled to serve until 2020.
China's new National Supervision Commission - an anti-corruption agency - said Mr Meng was being investigated for "violation of laws".
But unlike in other high-profile detentions, it did not mention a charge of "violating party rules".
China has not presented any evidence to justify the allegation against Mr Meng.
China said Mr Meng had written a resignation letter and Interpol Secretary-General Jürgen Stock acknowledged that he had received it on 7 October. "There was no reason for me to (suspect) that anything was forced or wrong," he said.
Quoted by the Associated Press news agency, Mr Stock said Interpol's rules did not allow him to investigate Mr Meng's disappearance. Interpol accepted the resignation letter without further comment.
In November Interpol elected South Korean Kim Jong-yang as its new president, rejecting a Russian candidate who had been tipped to succeed Mr Meng.
The International Criminal Police Organisation was founded in 1923 in Vienna, and its original members included Germany, France and China.
The UK and US did not join until later.
In 1956, it became officially known as Interpol and has since grown into a network of 194 member countries.
Its primary aim is to promote co-operation and share intelligence between police forces.
The general secretariat oversees its day-to-day work. It focuses on crimes such as terrorism, drug-trafficking, people-smuggling, child pornography and money-laundering.