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Tamron Hall, Prince

Getty Images, Kevin Mazur/WireImage

Tamron Hall is looking back on her incredibly special bond with Prince and recalling their many conversations together...including the very last.

The MSNBC correspondent opened up about losing who she describes as her "best friend" and one of the most "incredible relationships"of her life.

"The only other person I spoke with or speak with more than Prince is my mother," she explained. "This is the person I communicate with more than anyone."

In fact, they would spend hours upon hours on the phone at night into the wee hours of the morning. The most recent conversation she had with him was Monday night, just a few days before his untimely death.

"Monday I was in a restaurant and videotaped the restaurant's ambiance music which was one of his songs," she recalled. "I emailed him, and I said, 'You know you're everywhere.'"

Prince's response gives us chills: "He wrote back, 'But nowhere at the same time...You're thinking of me because I'm thinking of you too,'" Tamron said. "And I never imagined again that would be my last correspondence with him."

She explained that he did so many great things for so many people—beyond just music—but he always did it in silence.

Prince, Concert

NPG Records

"I'm a lucky person that I have had a friend like this. But it is not lost on me that he was much more than music and I think that people know that."

She continued, "There are just great things about him I wish I could tell people, but he wanted them to stay private. 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."

For this reason, she said, "I'm sorry for the world losing his gift, but he's not gone. He is not gone."