Mrs Badenoch said: “It’s quite clear that we lost a historic defeat last year. It’s going to take time for us to win back the public trust. There will be some people who won’t be patient and just want to jump to the party that’s doing well in the polls.
“We saw that happen last year with Tory MPs jumping to the Labour Party because they were doing well in the polls.
“I’m not going to be distracted by any of that. I’ve got to focus on what is happening in people’s lives right now. And the biggest issue is the economy.”
Ms Badenoch also told GB News that “every leader regrets losing people to another party”.
She added that others could leave “because they don’t like the new policies”, such as her emphasis on “no more lavish spending” and cutting welfare, and agreed that her party faced a difficult period.
She said: “When a party has just had a historic defeat, we will have a very tough and bumpy time before we come back up again.”
East Wiltshire MP Mr Kruger, who had sat on Mrs Badenoch’s front bench as a shadow welfare minister, declared that the Conservative Party was “over” and urged his colleagues to join him.
Ms Caulfield, who returned to her previous job as a nurse after leaving Parliament, changed her allegiance a month ago but it only emerged today.
Although less damaging to Mrs Badenoch than the defection of sitting MP Mr Kruger, the revelation adds to the building sense of exodus from the traditional party of the centre right as Reform leads national opinion polls.