The 26-year-old star - who was a close friend of the 'Rehab' hitmaker, who was found dead at her home on July 23 - admitted after flying back to Los Angeles from London last week, she has found it difficult to move on and is afraid of crying "floods of tears" over the loss of her pal.
Speaking to US chat show host Jay Leno on 'The Tonight Show', Kelly said: "I've not really left my apartment much since I've been back from her funeral in London last week ... but it's been good to leave it today, because my air conditioning is broken.
"I don't really want to go into it, because there will be floods of tears on the couch."
However, one "great friend" Kelly has turned to in recent weeks is Madonna's 14-year-old daughter, Lourdes Leon, who she has formed a close Bond with while working alongside the teen on her 'Material Girl' fashion line.
Kelly added: "I will say I've found a great friend in Lourdes.
"I think that she's unbelievably intelligent, and working with her, and seeing how smart someone so young kind of puts you to shame when you're not that smart."