But as close as they were, the funnyman is now admitting he was totally caught off-guard to learn the late legend had passed away.
The comedian told BBC's Radio 5 Live that he had no idea the rocker was sick, explaining that they had talked two weeks before the musician lost his battle with cancer:
"[His death] was a total surprise. I was emailing him two weeks before, so he must have known. He kept it from everyone."
In the year leading up to his death, the artist had discussed his diagnosis with very few people, including his producer and band members.
The Office alum applauded the star's decision to keep his sickness a secret, adding: