Sandra Bland, the African-American woman who Texas police say took her own life in custody, left a voicemail to a friend from jail saying she was “at a loss” over her arrest.

In a voicemail obtained by ABC, Sandra Bland, 28, said she could not understand why a traffic violation had led to her detention.

Sandra Blanda was arrested after a confrontation with the policeman who had pulled her car over.

The woman 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?”

Sandra Bland’s family has rejected the findings of a coroner’s report, which says she 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 July 10, ABC reports.

It was one of three calls made by Sandra Bland that day. The others were to her sister and a bail bondsman.

On July 22 it emerged Sandra 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.

He said another guard had also spoken to Sandra Bland. She told him she was upset but not depressed and both jailers insisted she appeared fine at the time.

State officials and the FBI are investigating her death.

A video of the arrest shows white police officer Brian Encinia giving Sandra Bland a warning. The situation quickly escalates, with Brian Encinia appearing to threaten Sandra Bland after she refuses to get out of her car.

The officer unsuccessfully tries to pull Sandra Bland out and tells her: “I will light you up.”

Cannon Lambert, the lawyer representing Sandra Bland’s family, said relatives have “no evidence” that she previously attempted suicide and denied she was suffering from depression.

He also said the dash cam video of the arrest, which was released by the Texas Department of Public Safety (DPS), showed that Sandra Bland’s death “could have easily been avoided”.

Officer Brian 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.