The duchess commented as hundreds of people prepared to gather at a vigil for the 28-year-old primary school teacher, who was attacked and killed a week ago on her way to meet a friend.
Detectives have released footage of a man they wish to speak to over the death, in Kidbrooke, south-east London.
Writing on Twitter, the duchess said: "I am saddened by the loss of another innocent young woman on our streets.
"My thoughts are with Sabina's family and friends, and all those who have been affected by this tragic event. C"
The message was signed off personally with her initial.
In March, the duchess privately visited the memorial to murdered marketing executive Sarah Everard in Clapham Common, south-west London, after the 33-year-old was killed by off-duty police officer Wayne Couzens.
He is due to be sentenced next week.
The duchess's comment came as Ms Nessa's family made an impassioned plea for women to "keep safe" as hundreds of mourners prepared to pay their respects at a vigil on Friday.
Jebina Yasmin Islam, Ms Nessa's sister, broke down as she addressed crowds.
"We have lost an amazing, caring, beautiful sister, who left this world far too early.
"Words cannot describe how we are feeling, this feels like we are stuck in a bad dream and can't get out of it. Our world is shattered, we are simply lost for words."
Ms Nessa, 28, had been walking to meet a friend at a pub near her home when she was fatally attacked in nearby Cator Park.
Her body was discovered by a member of the public the next day, having been hidden under a pile of leaves, it was reported.
Both men arrested on suspicion of murder in recent days have now been released pending further investigation, while detectives remain keen to trace a third man captured on CCTV near where Ms Nessa was killed.
In a statement released to the PA news agency, Ms Nessa's sister said: "I urge everyone to walk on busy streets when walking home from work, school or a friend's home. Please keep safe.
"I ask you to pray for our sister and make dua (supplication) for her. May Allah grant her paradise."
The Metropolitan Police issued footage and images of the man they wish to speak to, which shows him walking in Pegler Square on the evening Ms Nessa was attacked.
A 12-second clip shows a balding man wearing a black hooded coat and grey jeans, holding an orange object, looking over his shoulder and pulling at his hood as he walks down a path.
Metropolitan Police Assistant Commissioner Louisa Rolfe urged anyone who may know the man to contact them.
Detective Chief Inspector Neil John, from the Met's Specialist Crime Command, said "an extensive trawl" of CCTV in the area continued and said information on the man's identity and whereabouts could be "vital" to the investigation.
Friends of Ms Nessa gathered for community rally at the East London Mosque on Friday, ahead of a vigil in her honour.