The 'Bang Bang Bang' hitmaker often stayed at the late pop superstar's house along with his friend Sean Lennon - the son of Beatles legend John Lennon - when he was younger, but never told any of his pals about his Friendship with Michael.
Mark, now 35, said: "If I bragged about it I knew that one of two things would happen: a) the kids would think that I was full of s**t or b) they would think I was obnoxious and I'd get a slap for it. All in all, it was better to say nothing."
Mark - who moved to New York from England when he was a boy - insists he never had any trouble making friends at school, but he did get teased because of his accent both in England and America.
He added: "You learn to adjust to new surroundings quickly. You're in New York and everyone's making fun of you because you've got a funny accent so you quickly try and sound as American as possible. Then you come back to England and get teased because you sound American, so you adjust your accent accordingly. I mean, kids can make fun of you for having the wrong shoelaces, that's just kids. But I don't think I had any trouble making friends."
Michael often had children stay at his Neverland ranch - which had a several amusement rides and a zoo - during his lifetime and was friends with a host of famous kids, including actors Macaulay Culkin and Corey Feldman.