A Winnipeg teenager says she was sexually assaulted by alleged serial killer Shawn Lamb just months before he was charged in the deaths of three missing women.

In an exclusive interview, 16-year-old "Jessica" told CBC News it makes her shudder to think she was in the same room with Lamb in October 2011, when she said she was attacked.

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Shawn Lamb was charged in June 2012 with second-degree murder in the deaths of three Winnipeg women who had gone missing within the previous year. (CBC)

Lamb was charged in May 2012 with sexual assault and other offences for what allegedly happened with Jessica.

Then on June 25, 2012, Lamb was charged with second-degree murder in the deaths of Tanya Nepinak, 31, Carolyn Sinclair, 25, and Lorna Blacksmith, 18.

"That could have happened to me…. How come I was the one to get away?" Jessica told the CBC's Bridget Forbes in the interview.

Nepinak was last seen in mid-September 2011, weeks before Jessica said she encountered Lamb. Sinclair went missing in December 2011, and Blacksmith disappeared in January 2012.

Jessica said it was "really shocking" and "kind of eye-opening" when she learned Lamb was charged with murder.

"That could have happened to me. But at the same time, I kind of wished it did. I felt guilty," she said.

"Now I guess I kind of look at it like I know I'm not more special than anybody else, but I met him, so now I can speak for those women."

Jessica said she is prepared to testify against Lamb in the three murder cases.

Good student to drug-addicted runaway

Jessica, whose real identity CBC News is protecting, said she had gone from being a 12-year-old who was good at school and played sports at a suburban high school to being a 14-year-old runaway with a drug addiction.

The teen said she lived with her mother but had an unhealthy relationship with her biological father and older brother.

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Lamb is accused of killing Carolyn Sinclair, left, Tanya Nepinak, centre, and Lorna Blacksmith. (Winnipeg Police Service)

Jessica said she got into drugs to impress her older brother, as a way of getting closer to him. She first did cocaine on her 14th birthday, she added.

"I was sent to school with money to go shopping and kids, I guess, were starting to get into coke, so I bought it off someone," she recalled.

"After the first time, I didn't care who [saw] me do it or where I did it. And I was snorting coke for months. I even got into snorting meth right by the cafeteria in my school."

Jessica's mother sent her to various drug treatment programs, but the teen said she kept running away.

Jessica said she was a young aboriginal girl walking alone on downtown streets, but she started being approached by men who offered her places to stay.

"I learned that no matter where I went or no matter how long I walked, eventually someone would come up to me," she said.

"So I always knew that somehow it's going to work out, that I'd end up having a place to stay. And I always knew what I had to do to be able to sleep somewhere."

At her lowest point

Jessica said in the fall of 2011, a month before her 15th birthday, she was gang-raped by four men who pressured her into having sex in exchange for cocaine.

It was several days later, when she was at her lowest point, that Jessica said she met Shawn Lamb as she and a friend were walking down the street near the Women's Hospital.

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Jessica says she started treatment at a facility outside Winnipeg on November 2011, a month after the alleged incident with Lamb. (CBC)

According to Jessica, they asked Lamb if he had a cigarette and he said he didn't, but he invited them to his apartment to smoke crack cocaine.

"While we were walking there he was, I guess, trying to impress us by pulling out this really large knife he had," she said.

"He wasn't really being threatening, but he was talking about how cool it was and stuff like that."

Jessica alleged that Lamb sexually assaulted her in his apartment. She said she got out after Lamb said he was leaving to get a friend.

Jessica started treatment at a facility outside Winnipeg in November 2011.

Her mother told CBC News in late June 2012 that she is grateful her daughter escaped from Lamb alive, but she often thought of the women who did not survive.

Allegations led to charges

Jessica's allegations about Lamb have not been proven in court, but they led police to charge Lamb with sexual assault, sexual interference and procuring the sexual services of a person under the age of 18.

Following his arrest, Lamb was released on a promise to appear in court.

He was arrested again on June 21, 2012, for an alleged sexual assault involving another woman.

Blacksmith's body was found that same day. Lamb was charged in connection with her death, along with the deaths of Sinclair and Nepinak, four days later.

Jessica said she is angry that police did not inform her of Lamb's murder charges.  It was CBC News that broke the news to her mother that the man who allegedly assaulted her daughter was charged in the three deaths.

Jessica said she's also upset that police did not question Lamb more thoroughly when they charged him for allegedly assaulting her.

"To me, that doesn't seem like they did their investigation properly," Jessica said.