This quote comes from a TV series Star Wars Rebels. The scene where this moment comes from is in Season 2 Episode 18, with the title of ‘Shroud of Darkness’ (2×18). The show is a part of the Star Wars Universe. | Star Wars Rebels is produced by Lucasfilm
Plot context explained: The last time Ahsoka saw Anakin was before her mission to defeat Darth Maul on Mandalore. Obi-Wan and Anakin were called to go on a mission to rescue Chancellor Palpatine who was kidnapped by Count Dooku. (The Clone Wars – Season 7, Episode 9)
Soon after that the Order 66 happens and she doesn’t hear from or about him since. She probably believed him to be dead at this point in time.