Tuesday marked the two-year anniversary of the shooting at a constituent event in Tucson, Ariz.
Giffords told Diane Sawyer the hardest part is that, "every day, I don't like at all."
She indicated that she has difficulty seeing on the right side because of her injury.
The new gun-control group, Americans for Responsible Solutions, will “raise the funds necessary to balance the influence of the gun lobby, and will line up squarely behind leaders who will stand up for what's right," Giffords and Kelly wrote in an op-ed in USA Today Tuesday.
Giffords and Kelly pointed out that they themselves are gun owners. Giffords saying she has a "Glock."
"Gabby and I are both gun owners. We are strong supporters of the Second Amendment," Kelly said. "I bought a gun at Wal-mart recently and I went through a background check. Why can't we just make it more difficult for criminals and the mentally ill to get guns?"
Kelly and Giffords went to Newtown, Conn. over the weekend to meet with families of victims of last month's mass shooting at Sandy Hook Elementary School.
"The first couple that we spoke to, the dad took out a cell phone and showed us a picture of his daughter and I just about lost it. You know, how do we get to the point where 85 percent of the children in the world that are killed with guns and killed in the United States. That is a sobering statistic," Kelly said.