The 47-year-old rapper highlighted the importance of speaking out about mental health after his close friend and collaborator died by suicide in July.
The Linkin Park frontman collaborated with Jay on the 2004 album 'Collision Course' and after performing their song 'Numb/Encore' on BBC Radio 1's Live Lounge on Friday (22.09.17), the '99 Problems' hitmaker spoke of how ''tragic'' it was that Chester fuelled his pain into his lyrics, but no one believed anything was wrong because he appeared to be living a happy and successful life.
Speaking about Chester - who was just 41 when he passed away - Jay told DJ Clara Amfo: ''That felt really special to me. That was the first time I performed that song after Chester passed away.
''It was just super tragic. You know, I really hope that his death serves as a wake up call.
''Mental health is a real thing. You never know what people are going through.
''You think because they are performers and he sold 14,000 million records.
''That doesn't equate to happiness, money or fame. It doesn't mean anything, if you are not happy inside.
''A lot of people we go and don't deal with what is happening to us. We just keep going.
''Especially for a performer like that. You just start numbing yourself, you become numb.
''He's singing, 'I'm numb'. You just get bigger audiences and you are further away from yourself. It's tragic.
''I knew him well. He was a really nice person. He had five kids, it's really tragic. Hopefully his death wakes people up.
''We've seen it happen, men have to be the provider and armour up in this tough way and be this way.
''It's like, nah man you have to take care of yourself. ''
The 'In The End' rocker will be remembered at a memorial concert at the Hollywood Bowl in Los Angeles on October 27.
Linkin Park will perform with acts including, Blink-182, Korn frontman Jonathan Davies, Avenged Sevenfold members M. Shadows and Synyster Gates, several members of System of a Down, Yellowcard singer William Ryan Key, and solo artist Kiiara - who featured on Linkin Park track 'Heavy' - at the special event.
They'll hit the UK and Ireland this November.
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