Sandra Bland, a Texas woman who police say took her own life while in custody, phoned a friend from jail to say she was "at a loss" over her arrest.
In a voicemail obtained by the US TV network ABC, Bland said she could not understand why a traffic violation had led to her detention.
The 28-year-old African-American was arrested after a confrontation with the policeman who had pulled her car over.
She was found dead three days later.
In the message to a friend she said: "I'm still just at a loss for words, honestly, about this whole process. How did switching lanes with no signal turn into all of this?"
Her family have rejected the findings of a coroner's report, which says Ms Bland hanged herself in her cell at Waller County jail.
The voice message lasted for about 22 seconds and was made after an initial court appearance following her arrest on 10 July, ABC reports.
It was one of three calls made by Bland that day. The others were to her sister and a bail bondsman.
On Wednesday it emerged Bland had told a guard during the booking process that she had previously attempted suicide.
Sheriff Glenn Smith said the comments were made after she was asked a series of questions that are posed to every person who is detained at the jail.
Documents for Bland were inconsistent in citing when or if she had attempted suicide in the past. One questionnaire said she took pills in 2015 to try to kill herself after having a miscarriage. Another document said she attempted suicide in 2014. One form said she had not had suicidal thoughts in the past year and one said she did.
Her medical history was also inconsistent on intake forms, with some saying she was on medication for epilepsy and another saying she was not taking any medication.
Mr Smith said another guard had also spoken to Bland. She told him she was upset but not depressed and both jailers insisted she appeared fine at the time.
State senator Royce West said the kind of information on Bland's forms should have prompted guards to put her on suicide watch and check on her more often.
Full toxicology reports are pending, but Waller County District Attorney Elton Mathis told CNN that an initial report from the medical examiner's office showed that Bland had marijuana in her system.
He also said he had been told it was the "opinion of the medical examiner" that she had what looked like "cutting scars on the arm".
State officials and the FBI are investigating her death.
A video of the arrest shows white police officer Brian Encinia giving Bland a warning. The situation quickly escalates, with Mr Encinia appearing to threaten Bland after she refuses to get out of her car.
He unsuccessfully tries to pull her out and tells her "I will light you up".
Cannon Lambert, the lawyer representing Bland's family, said relatives have "no evidence" that she previously attempted suicide and denied she was suffering from depression.
He also said the dashcam video of the arrest, which was released by the Texas Department of Public Safety (DPS), showed that Bland's death "could have easily been avoided".
Officer Encinia, who has been on the force for just over a year, said he was kicked during the arrest. He has been put on administrative leave.
Bland's death is one of several cases under scrutiny in the US, in which a black person has died while in police custody.