"He was my hero," Smith told WSB-TV on Wednesday. "He always watched after me."
Brown, 28, jumped into the water with four friends to help someone struggling. None were wearing life jackets.
Jason Albert, a resident on Lake Lanier, and the Georgia Department of Natural Resources saved the four from the waves, but Brown never resurfaced.
"It was rough chop," Albert, who was driving by during the incident, told WSB-TV. "They were flailing, and they were bobbing up and down. Their mouths were clearly going under the surface."
Smith said her fiancé was a good swimmer, and they had hoped to find him on the shore.
"If I was there to know that he had been outside all day, swimming all day, I knew he would automatically be tired," Smith told WSB-TV. "I would have told him before you do anything — try to save anybody — just make sure you have a life jacket."
He was the ninth person to die on Lake Lanier this year, according to game wardens.
A GoFundMe page was set up by Smith for his family. As of Wednesday evening, more than $500 has been raised of its $10,000 goal.
Corey Brown was the ninth person to die on Lake Lanier this year, according to game wardens.