The Purple Rain singer's body was found in a lift at his Paisley Park complex just outside Minneapolis, Minnesota last month (21Apr16), and comedian Hall admits he can't get the image of his pal dying alone out of his head.
"What pained me most is the visual image of where he passed, alone in that elevator," he told Access Hollywood Live. "That bugged me, so I've tried to just remember the positive... I'm really gonna miss him and I'm playing his music every day."
Arsenio admitted he knew of Prince's hip pain, but the two friends never really spoke about their aches and injuries - and the comic never stopped to think that the music legend may have needed his ever-present cane more than he let on.
"I was aware of hip pain that he had," he added. "It's interesting because Prince would have the cane, but I feel like the cane preceded the pain... I think the cane was kinda swaggy before the pain kicked in, but there was a point where he was having pain."
Reports suggest a dependency on the painkiller Percocet Prince was taking to alleviate his hip problems may have let to his death. Results from tests to determine a full cause of death are expected to take weeks to complete.
Meanwhile, Arsenio did not address his bizarre spat with Sinead O'connor, who suggested the comedian may have been partly responsible for Prince's death.
The singer, who scored a massive international hit with her cover of Prince's Nothing Compares 2 U, blamed Arsenio for providing the music icon with drugs that may have killed him in a bizarre post on her Facebook page.
Sinead wrote: "Two words for the DEA investigating where (sic) prince got his drugs over the decades... Arsenio Hall (AKA Prince's and Eddie Murphy's b**ch)."
TMZ reports the Irish star has actually reported Arsenio to officials at the Carver County Sheriff's department, who are investigating Prince's death.
The unprovoked attack and claims prompted a quick response from Hall's aides, who shot down Sinead's comments on Monday (02May16).
A representative for Arsenio insists her allegation is "absolutely false, ridiculous and absurd."