"It was a devastating surprise," she told host Andy Cohen during an appearance on Watch What Happens Live on Wednesday, September 21.
The Today's Take host, 46, said she "had no idea" that the Grammy winner had a substance abuse problem, even though she'd spent "a significant amount of time" with him.
The musician died at his Paisley Park estate, in Chanhassen, Minnesota, on April 21 at the age of 57, and an autopsy later revealed that Prince had died of an accidental overdose of fentanyl, a strong opioid pain medication.
"I've learned a lot about substance abuse since then, and I think that people hide these dark secrets from the people they love," Hall continued. "Of course I question whether I missed signs … I never saw him even drink! So for me it was a devastating thing that I'm still dealing with."
Hall had a years-long friendship with Prince and appeared on the cover art for his 2015 single "If Eye Could Get Ur Attention."
She talked about their close bond in an interview with MSNBC the day after the "Purple Rain" singer's death, telling Willie Geist, "Prince and my mother are the only two people who I talk to about what I'm going to wear. I send him a picture in the morning."
"There are just great things about him I wish I could tell people, but he wanted them to stay private," she added. "He didn't want people to know all of the ways he helped other people. He did it as this silent angel, including how he helped me in my life on many occasions … I'm sorry for the world losing his gift, but he's not gone."
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